+2,446.6%
CLS vs AU
+607.0%
+1,839.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.2% |
| 7D | +16.3% | -7.2% | +23.5% | +17.4% |
| 30D | -25.7% | -2.9% | -22.8% | -25.5% |
| 3M | -30.9% | -8.7% | -22.2% | -30.2% |
| 6M | -35.5% | -14.1% | -21.3% | -34.5% |
| YTD | -18.7% | +4.8% | -23.5% | -19.7% |
| 1Y | -17.9% | +11.9% | -29.8% | -19.6% |
| 3Y | +838.1% | +513.8% | +324.3% | +629.7% |
| 5Y | +1,971.9% | +379.3% | +1,592.6% | +1,517.0% |
| 10Y | +1,907.9% | +837.1% | +1,070.8% | +1,240.4% |
| All | +2,446.6% | +607.0% | +1,839.7% | +1,567.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling