+3,616.8%
CLS vs BAX
-67.5%
+3,684.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.4% |
| 7D | +5.0% | -5.4% | +10.4% | +5.7% |
| 30D | +4.8% | -12.4% | +17.2% | +6.6% |
| 3M | -10.4% | +19.1% | -29.5% | -13.0% |
| 6M | +20.8% | +38.6% | -17.8% | +14.0% |
| YTD | +10.0% | +26.7% | -16.7% | +5.2% |
| 1Y | +28.5% | +1.0% | +27.5% | +26.9% |
| 3Y | +1,292.2% | -33.9% | +1,326.1% | +1,341.3% |
| 5Y | +3,616.8% | -67.0% | +3,683.8% | +4,354.7% |
| All | +3,616.8% | -67.5% | +3,684.3% | +4,354.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling