+3,860.6%
CLS vs AU
+686.2%
+3,174.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.0% | +6.5% |
| 7D | +10.9% | -4.3% | +15.2% | +11.9% |
| 30D | +2.1% | +7.3% | -5.2% | +0.4% |
| 3M | -10.2% | +26.3% | -36.5% | -15.0% |
| 6M | +30.4% | +1.8% | +28.6% | +28.3% |
| YTD | +17.2% | +26.8% | -9.6% | +11.4% |
| 1Y | +41.0% | +66.7% | -25.7% | +29.3% |
| 3Y | +1,338.0% | +579.1% | +758.9% | +991.4% |
| All | +3,860.6% | +686.2% | +3,174.3% | +2,774.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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