+3,154.0%
CLS vs BB
+1.6%
+3,152.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.8% | +6.2% |
| 7D | +10.9% | -0.4% | +11.3% | +11.1% |
| 30D | +2.1% | -12.5% | +14.6% | +5.2% |
| 3M | -10.2% | -17.4% | +7.3% | -7.2% |
| 6M | +30.4% | +119.1% | -88.8% | +9.2% |
| YTD | +17.2% | +102.4% | -85.1% | -0.3% |
| 1Y | +41.0% | +98.2% | -57.2% | +20.1% |
| 3Y | +1,338.0% | +46.9% | +1,291.0% | +1,150.8% |
| 5Y | +3,860.6% | -26.4% | +3,887.0% | +3,618.0% |
| All | +3,154.0% | +1.6% | +3,152.4% | +2,045.9% |
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