+1,914.6%
CLS vs BG
+111.0%
+1,803.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.0% |
| 7D | +16.3% | +2.6% | +13.7% | +15.2% |
| 30D | -25.7% | -6.7% | -19.0% | -23.9% |
| 3M | -30.9% | -9.3% | -21.6% | -29.1% |
| 6M | -35.5% | -18.3% | -17.1% | -31.4% |
| YTD | -18.7% | +16.2% | -34.9% | -25.0% |
| 1Y | -17.9% | +7.6% | -25.5% | -22.2% |
| 3Y | +838.1% | +6.6% | +831.5% | +760.5% |
| 5Y | +1,971.9% | +22.2% | +1,949.7% | +1,607.2% |
| All | +1,914.6% | +111.0% | +1,803.6% | +950.8% |
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