+2,005.0%
CLS vs B
+114.1%
+1,890.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.6% | +10.1% | +9.0% |
| 7D | +2.8% | -2.7% | +5.4% | +3.6% |
| 30D | -30.1% | -4.3% | -25.8% | -29.2% |
| 3M | -21.7% | -2.3% | -19.4% | -21.3% |
| 6M | -36.2% | -16.2% | -20.0% | -32.9% |
| YTD | -17.8% | -8.8% | -9.0% | -15.9% |
| 1Y | -26.8% | +11.4% | -38.2% | -28.7% |
| 3Y | +853.4% | +174.3% | +679.1% | +658.6% |
| 5Y | +2,005.0% | +116.2% | +1,888.9% | +1,700.2% |
| All | +2,005.0% | +114.1% | +1,890.9% | +1,700.2% |
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