+4,070.3%
CLS vs AUR
-35.7%
+4,106.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +6.3% |
| 7D | +10.9% | +1.4% | +9.5% | +10.7% |
| 30D | +2.1% | -6.4% | +8.5% | +3.1% |
| 3M | -10.2% | +7.7% | -17.9% | -11.5% |
| 6M | +30.4% | +44.5% | -14.1% | +22.5% |
| YTD | +17.2% | +67.4% | -50.2% | +7.0% |
| 1Y | +41.0% | +15.4% | +25.6% | +35.9% |
| 3Y | +1,338.0% | +94.8% | +1,243.1% | +1,115.3% |
| 5Y | +3,860.6% | -35.1% | +3,895.7% | +2,965.7% |
| All | +4,070.3% | -35.7% | +4,106.0% | +3,118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling