+1,751.5%
CLS vs B
+183.2%
+1,568.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.2% | +3.6% | +6.8% |
| 7D | -10.6% | +11.3% | -21.9% | -13.1% |
| 30D | -38.4% | +2.9% | -41.4% | -38.9% |
| 3M | -29.9% | -2.9% | -27.0% | -29.5% |
| 6M | -40.6% | -1.2% | -39.4% | -40.7% |
| YTD | -24.6% | -1.3% | -23.3% | -24.6% |
| 1Y | -30.8% | +30.4% | -61.2% | -34.2% |
| 3Y | +811.7% | +195.3% | +616.5% | +650.1% |
| 5Y | +1,838.4% | +146.2% | +1,692.2% | +1,508.7% |
| 10Y | +1,751.5% | +200.5% | +1,551.0% | +1,342.0% |
| All | +1,751.5% | +183.2% | +1,568.3% | +1,342.0% |
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