+2,093.5%
CLS vs B
+224.8%
+1,868.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +0.5% | -13.5% | -13.1% |
| 7D | -27.3% | +4.3% | -31.6% | -27.9% |
| 30D | -47.0% | -0.9% | -46.1% | -47.0% |
| 3M | -43.3% | -1.4% | -42.0% | -43.3% |
| 6M | -50.8% | +5.0% | -55.8% | -51.2% |
| YTD | -30.4% | -5.8% | -24.6% | -29.9% |
| 1Y | -41.7% | +25.6% | -67.3% | -43.4% |
| 3Y | +701.4% | +161.6% | +539.8% | +602.0% |
| 5Y | +1,767.8% | +135.2% | +1,632.5% | +1,538.5% |
| 10Y | +1,636.8% | +170.7% | +1,466.1% | +1,355.1% |
| All | +2,093.5% | +224.8% | +1,868.7% | +1,809.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling