+1,753.0%
CLS vs BAX
-34.5%
+1,787.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.4% | +5.5% | +7.3% |
| 7D | -10.6% | +9.0% | -19.6% | -12.2% |
| 30D | -38.4% | +8.5% | -46.9% | -39.6% |
| 3M | -29.9% | -4.1% | -25.8% | -29.5% |
| 6M | -40.6% | +46.9% | -87.6% | -46.4% |
| YTD | -24.6% | +38.4% | -63.0% | -31.4% |
| 1Y | -30.8% | +47.0% | -77.8% | -38.2% |
| 3Y | +811.7% | -14.9% | +826.7% | +798.1% |
| 5Y | +1,838.4% | -62.5% | +1,900.9% | +2,387.5% |
| All | +1,753.0% | -34.5% | +1,787.5% | +1,739.7% |
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