+3,860.6%
CLS vs BG
+81.8%
+3,778.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +6.9% |
| 7D | +10.9% | +3.1% | +7.8% | +10.2% |
| 30D | +2.1% | +10.2% | -8.1% | -0.2% |
| 3M | -10.2% | -1.7% | -8.5% | -10.1% |
| 6M | +30.4% | +1.0% | +29.4% | +29.7% |
| YTD | +17.2% | +39.9% | -22.7% | +8.6% |
| 1Y | +41.0% | +53.2% | -12.2% | +27.5% |
| 3Y | +1,338.0% | +16.3% | +1,321.7% | +1,279.7% |
| All | +3,860.6% | +81.8% | +3,778.8% | +2,850.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling