+3,269.5%
CLS vs B
+153.8%
+3,115.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.5% |
| 7D | +4.6% | -1.6% | +6.2% | +5.1% |
| 30D | -13.9% | +9.4% | -23.3% | -16.6% |
| 3M | -26.6% | +5.0% | -31.6% | -28.0% |
| 6M | +15.4% | -3.5% | +19.0% | +15.5% |
| YTD | +5.7% | +4.5% | +1.2% | +3.6% |
| 1Y | +41.1% | +67.8% | -26.7% | +24.3% |
| 3Y | +1,228.6% | +196.7% | +1,031.9% | +928.0% |
| All | +3,269.5% | +153.8% | +3,115.7% | +2,501.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling