+3,209.7%
CLS vs AU
+793.6%
+2,416.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | +4.6% | -3.6% | +8.2% | +5.1% |
| 30D | -13.9% | +23.9% | -37.8% | -16.6% |
| 3M | -26.6% | +19.1% | -45.6% | -28.5% |
| 6M | +15.4% | -0.2% | +15.6% | +14.7% |
| YTD | +5.7% | +32.5% | -26.8% | +1.1% |
| 1Y | +41.1% | +96.9% | -55.8% | +28.5% |
| 3Y | +1,228.6% | +614.7% | +613.9% | +906.8% |
| 5Y | +3,240.6% | +647.7% | +2,592.9% | +2,359.8% |
| 10Y | +2,760.3% | +679.2% | +2,081.1% | +1,849.6% |
| All | +3,209.7% | +793.6% | +2,416.0% | +1,999.9% |
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