+469.3%
CLS vs AS
+133.7%
+335.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.3% | -10.7% | -12.1% |
| 7D | -27.3% | +7.1% | -34.4% | -29.5% |
| 30D | -47.0% | +12.8% | -59.9% | -49.8% |
| 3M | -43.3% | -14.7% | -28.6% | -40.0% |
| 6M | -50.8% | -9.9% | -40.8% | -49.5% |
| YTD | -30.4% | -16.1% | -14.3% | -26.9% |
| 1Y | -41.7% | +0.2% | -41.8% | -42.7% |
| All | +469.3% | +133.7% | +335.6% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling