+3,870.8%
CLS vs AUR
-34.9%
+3,905.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +3.0% | +5.2% |
| 7D | +12.8% | +19.2% | -6.5% | +9.4% |
| 30D | +3.8% | -7.8% | +11.6% | +5.1% |
| 3M | -14.6% | +4.0% | -18.6% | -15.4% |
| 6M | +32.2% | +45.0% | -12.7% | +24.1% |
| YTD | +11.6% | +69.5% | -57.9% | +1.6% |
| 1Y | +35.1% | +13.0% | +22.0% | +30.5% |
| 3Y | +1,312.5% | +90.4% | +1,222.2% | +1,095.3% |
| 5Y | +3,542.1% | -34.2% | +3,576.2% | +2,718.2% |
| All | +3,870.8% | -34.9% | +3,905.7% | +2,957.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AUR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling