+2,757.7%
CLS vs B
+189.6%
+2,568.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +4.6% | -1.6% | +6.2% | +5.0% |
| 30D | -13.9% | +9.4% | -23.3% | -15.8% |
| 3M | -26.6% | +5.0% | -31.6% | -27.6% |
| 6M | +15.4% | -3.5% | +19.0% | +15.7% |
| YTD | +5.7% | +4.5% | +1.2% | +4.3% |
| 1Y | +41.1% | +67.8% | -26.7% | +28.3% |
| 3Y | +1,228.6% | +196.7% | +1,031.9% | +990.2% |
| 5Y | +3,240.6% | +151.9% | +3,088.7% | +2,657.8% |
| All | +2,757.7% | +189.6% | +2,568.2% | +2,147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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