+3,542.1%
CLS vs BEN
+42.4%
+3,499.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.8% |
| 7D | +12.8% | +4.7% | +8.1% | +10.0% |
| 30D | +3.8% | +2.6% | +1.2% | +2.5% |
| 3M | -14.6% | +11.5% | -26.1% | -19.4% |
| 6M | +32.2% | +35.3% | -3.1% | +11.2% |
| YTD | +11.6% | +48.6% | -37.0% | -12.1% |
| 1Y | +35.1% | +46.7% | -11.6% | +7.0% |
| 3Y | +1,312.5% | +57.0% | +1,255.5% | +930.1% |
| 5Y | +3,542.1% | +41.8% | +3,500.2% | +2,604.8% |
| All | +3,542.1% | +42.4% | +3,499.7% | +2,604.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling