+3,231.7%
CLS vs BEN
+314.7%
+2,917.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -1.1% |
| 7D | +4.6% | +0.2% | +4.3% | +4.5% |
| 30D | -13.9% | -0.5% | -13.4% | -13.4% |
| 3M | -26.6% | +9.7% | -36.3% | -29.9% |
| 6M | +15.4% | +33.9% | -18.5% | -2.1% |
| YTD | +5.7% | +49.0% | -43.3% | -16.3% |
| 1Y | +41.1% | +42.1% | -1.0% | +14.4% |
| 3Y | +1,228.6% | +51.9% | +1,176.7% | +915.3% |
| 5Y | +3,240.6% | +39.0% | +3,201.6% | +2,516.3% |
| 10Y | +2,760.3% | +57.9% | +2,702.5% | +1,810.3% |
| All | +3,231.7% | +314.7% | +2,917.1% | +908.7% |
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