+36.7%
CLS vs BEN
+45.3%
-8.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +20.1% | +3.4% | +16.7% | +18.7% |
| 30D | +6.0% | +1.8% | +4.3% | +5.4% |
| 3M | -10.3% | +8.4% | -18.7% | -11.7% |
| 6M | +24.5% | +35.6% | -11.1% | +13.9% |
| YTD | +12.9% | +46.4% | -33.5% | -2.0% |
| 1Y | +36.7% | +46.3% | -9.7% | +12.2% |
| All | +36.7% | +45.3% | -8.6% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling