+2,104.6%
CLS vs BEN
+306.8%
+1,797.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -2.0% |
| 7D | -22.2% | +6.6% | -28.8% | -24.9% |
| 30D | -44.4% | +3.8% | -48.2% | -45.5% |
| 3M | -34.3% | +0.2% | -34.5% | -34.4% |
| 6M | -50.1% | +10.4% | -60.5% | -52.7% |
| YTD | -30.1% | +46.2% | -76.2% | -44.1% |
| 1Y | -39.3% | +52.3% | -91.6% | -52.4% |
| 3Y | +732.7% | +65.9% | +666.8% | +506.9% |
| 5Y | +1,777.2% | +20.6% | +1,756.6% | +1,493.4% |
| 10Y | +1,645.6% | +64.8% | +1,580.8% | +1,040.2% |
| All | +2,104.6% | +306.8% | +1,797.8% | +573.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling