+1,914.6%
CLS vs B
+216.6%
+1,698.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | +16.3% | -7.3% | +23.6% | +18.3% |
| 30D | -25.7% | -3.3% | -22.3% | -25.2% |
| 3M | -30.9% | -7.8% | -23.1% | -29.7% |
| 6M | -35.5% | -15.5% | -19.9% | -33.1% |
| YTD | -18.7% | -12.3% | -6.4% | -16.5% |
| 1Y | -17.9% | +5.4% | -23.3% | -18.5% |
| 3Y | +838.1% | +165.5% | +672.6% | +690.5% |
| 5Y | +1,971.9% | +107.0% | +1,864.9% | +1,678.1% |
| All | +1,914.6% | +216.6% | +1,698.0% | +1,476.4% |
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