+2,104.6%
CLS vs BAX
+202.6%
+1,902.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -22.2% | +12.1% | -34.3% | -24.5% |
| 30D | -44.4% | +7.6% | -52.0% | -45.5% |
| 3M | -34.3% | -4.5% | -29.8% | -33.9% |
| 6M | -50.1% | +52.0% | -102.1% | -55.9% |
| YTD | -30.1% | +35.1% | -65.2% | -36.7% |
| 1Y | -39.3% | +43.7% | -83.1% | -46.2% |
| 3Y | +732.7% | -20.9% | +753.7% | +734.1% |
| 5Y | +1,777.2% | -63.5% | +1,840.7% | +2,200.1% |
| 10Y | +1,645.6% | -36.0% | +1,681.6% | +1,698.9% |
| All | +2,104.6% | +202.6% | +1,902.0% | +1,242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling