+3,542.1%
CLS vs BB
-27.1%
+3,569.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +5.0% |
| 7D | +12.8% | +0.5% | +12.3% | +12.7% |
| 30D | +3.8% | -12.4% | +16.2% | +7.9% |
| 3M | -14.6% | -15.3% | +0.7% | -11.4% |
| 6M | +32.2% | +128.8% | -96.5% | +1.5% |
| YTD | +11.6% | +107.7% | -96.0% | -11.9% |
| 1Y | +35.1% | +103.9% | -68.8% | +6.5% |
| 3Y | +1,312.5% | +72.6% | +1,240.0% | +1,015.4% |
| 5Y | +3,542.1% | -24.3% | +3,566.3% | +3,313.4% |
| All | +3,542.1% | -27.1% | +3,569.1% | +3,313.4% |
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