+3,616.8%
CLS vs AUR
-36.2%
+3,653.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.1% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +4.8% | -8.9% | +13.7% | +6.3% |
| 3M | -10.4% | +4.6% | -15.0% | -11.2% |
| 6M | +20.8% | +44.9% | -24.0% | +13.4% |
| YTD | +10.0% | +64.8% | -54.8% | +0.7% |
| 1Y | +28.5% | +16.4% | +12.2% | +23.8% |
| 3Y | +1,292.2% | +85.1% | +1,207.1% | +1,083.4% |
| 5Y | +3,616.8% | -36.1% | +3,652.9% | +2,746.9% |
| All | +3,616.8% | -36.2% | +3,653.0% | +2,746.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling