+1,914.6%
CLS vs BB
+21.8%
+1,892.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.8% |
| 7D | +16.3% | +1.8% | +14.5% | +15.9% |
| 30D | -25.7% | +8.1% | -33.8% | -27.0% |
| 3M | -30.9% | -1.0% | -29.9% | -30.8% |
| 6M | -35.5% | +45.9% | -81.4% | -41.1% |
| YTD | -18.7% | +134.8% | -153.5% | -33.2% |
| 1Y | -17.9% | +104.6% | -122.5% | -30.9% |
| 3Y | +838.1% | +152.8% | +685.3% | +636.4% |
| 5Y | +1,971.9% | -17.4% | +1,989.3% | +1,794.0% |
| All | +1,914.6% | +21.8% | +1,892.8% | +1,160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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