+2,104.6%
CLS vs B
+226.6%
+1,878.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -22.2% | +9.6% | -31.8% | -23.4% |
| 30D | -44.4% | +3.5% | -47.9% | -44.7% |
| 3M | -34.3% | -1.6% | -32.7% | -34.2% |
| 6M | -50.1% | -1.7% | -48.4% | -50.0% |
| YTD | -30.1% | -5.3% | -24.8% | -29.6% |
| 1Y | -39.3% | +27.2% | -66.6% | -41.2% |
| 3Y | +732.7% | +166.1% | +566.6% | +627.7% |
| 5Y | +1,777.2% | +136.5% | +1,640.7% | +1,545.5% |
| 10Y | +1,645.6% | +172.2% | +1,473.4% | +1,361.3% |
| All | +2,104.6% | +226.6% | +1,878.0% | +1,817.9% |
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 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