+3,231.7%
CLS vs BAX
+203.0%
+3,028.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +4.6% | -1.1% | +5.7% | +4.9% |
| 30D | -13.9% | -5.5% | -8.4% | -12.8% |
| 3M | -26.6% | +33.5% | -60.1% | -32.4% |
| 6M | +15.4% | +35.9% | -20.4% | +5.5% |
| YTD | +5.7% | +35.4% | -29.7% | -4.0% |
| 1Y | +41.1% | +9.8% | +31.4% | +34.3% |
| 3Y | +1,228.6% | -32.7% | +1,261.3% | +1,293.1% |
| 5Y | +3,240.6% | -65.6% | +3,306.2% | +4,076.8% |
| 10Y | +2,760.3% | -34.9% | +2,795.3% | +2,843.9% |
| All | +3,231.7% | +203.0% | +3,028.7% | +1,936.0% |
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