+2,953.7%
CLS vs BG
+171.4%
+2,782.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +5.0% | +3.7% | +1.2% | +3.6% |
| 30D | +4.8% | +12.3% | -7.6% | 0.0% |
| 3M | -10.4% | -2.2% | -8.2% | -10.3% |
| 6M | +20.8% | +5.3% | +15.5% | +17.3% |
| YTD | +10.0% | +42.4% | -32.4% | -5.0% |
| 1Y | +28.5% | +55.2% | -26.7% | +6.6% |
| 3Y | +1,292.2% | +21.0% | +1,271.2% | +1,133.0% |
| 5Y | +3,616.8% | +87.1% | +3,529.7% | +2,464.0% |
| All | +2,953.7% | +171.4% | +2,782.3% | +1,384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling