+1,761.1%
CLS vs BB
+28.9%
+1,732.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -13.9% | +11.6% | -25.5% | -16.0% |
| 30D | -38.2% | +2.6% | -40.8% | -38.5% |
| 3M | -28.8% | +3.5% | -32.3% | -29.6% |
| 6M | -40.4% | +43.5% | -83.9% | -45.4% |
| YTD | -24.3% | +141.2% | -165.4% | -38.2% |
| 1Y | -35.0% | +97.4% | -132.4% | -44.9% |
| 3Y | +778.7% | +151.1% | +627.6% | +589.7% |
| 5Y | +1,884.8% | -12.8% | +1,897.6% | +1,695.4% |
| 10Y | +1,761.1% | +27.5% | +1,733.6% | +1,052.8% |
| All | +1,761.1% | +28.9% | +1,732.2% | +1,052.8% |
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