+1,763.7%
CLS vs BB
-20.8%
+1,784.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.9% |
| 7D | -22.2% | +3.8% | -26.0% | -23.1% |
| 30D | -44.4% | -0.3% | -44.0% | -44.4% |
| 3M | -34.3% | -0.5% | -33.8% | -34.6% |
| 6M | -50.1% | +45.9% | -96.0% | -56.2% |
| YTD | -30.1% | +130.6% | -160.7% | -47.0% |
| 1Y | -39.3% | +89.2% | -128.5% | -51.4% |
| 3Y | +732.7% | +137.5% | +595.2% | +501.2% |
| All | +1,763.7% | -20.8% | +1,784.5% | +1,717.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling