+732.7%
CLS vs BAX
-19.9%
+752.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -22.2% | +12.1% | -34.3% | -23.1% |
| 30D | -44.4% | +7.6% | -52.0% | -44.8% |
| 3M | -34.3% | -4.5% | -29.8% | -34.0% |
| 6M | -50.1% | +52.0% | -102.1% | -53.0% |
| YTD | -30.1% | +35.1% | -65.2% | -33.0% |
| 1Y | -39.3% | +43.7% | -83.1% | -42.4% |
| 3Y | +732.7% | -20.9% | +753.7% | +704.3% |
| All | +732.7% | -19.9% | +752.7% | +704.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling