+1,753.0%
CLS vs BB
+30.0%
+1,723.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.5% | +2.4% | +6.6% |
| 7D | -10.6% | +15.0% | -25.5% | -13.4% |
| 30D | -38.4% | +3.5% | -41.9% | -38.9% |
| 3M | -29.9% | +2.7% | -32.5% | -30.5% |
| 6M | -40.6% | +44.7% | -85.4% | -45.7% |
| YTD | -24.6% | +143.3% | -167.9% | -38.6% |
| 1Y | -30.8% | +102.2% | -133.0% | -41.6% |
| 3Y | +811.7% | +156.1% | +655.6% | +612.8% |
| 5Y | +1,838.4% | -17.6% | +1,856.0% | +1,667.2% |
| All | +1,753.0% | +30.0% | +1,723.0% | +1,045.5% |
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