+3,038.3%
CLS vs BAX
-37.8%
+3,076.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +20.1% | -5.1% | +25.2% | +21.4% |
| 30D | +6.0% | -12.2% | +18.2% | +8.9% |
| 3M | -10.3% | +21.8% | -32.1% | -14.9% |
| 6M | +24.5% | +36.3% | -11.8% | +14.4% |
| YTD | +12.9% | +27.8% | -15.0% | +4.8% |
| 1Y | +36.7% | -0.1% | +36.7% | +33.9% |
| 3Y | +1,328.1% | -33.3% | +1,361.4% | +1,404.2% |
| 5Y | +3,682.3% | -67.1% | +3,749.4% | +4,922.6% |
| 10Y | +3,038.3% | -36.9% | +3,075.2% | +3,193.9% |
| All | +3,038.3% | -37.8% | +3,076.1% | +3,193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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