+2,277.8%
CLS vs BEN
+332.6%
+1,945.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.3% | +1.5% | +4.4% |
| 7D | -10.6% | +12.2% | -22.8% | -16.0% |
| 30D | -38.4% | +12.1% | -50.5% | -42.1% |
| 3M | -29.9% | +7.3% | -37.2% | -32.4% |
| 6M | -40.6% | +17.9% | -58.5% | -45.7% |
| YTD | -24.6% | +55.4% | -80.0% | -41.6% |
| 1Y | -30.8% | +69.3% | -100.1% | -48.7% |
| 3Y | +811.7% | +82.8% | +728.9% | +531.2% |
| 5Y | +1,838.4% | +28.8% | +1,809.6% | +1,489.3% |
| 10Y | +1,751.5% | +53.9% | +1,697.6% | +1,165.4% |
| All | +2,277.8% | +332.6% | +1,945.2% | +603.5% |
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