+371.8%
CLS vs BG
+954.5%
-582.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.0% |
| 7D | +16.3% | +2.6% | +13.7% | +15.3% |
| 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% | -31.6% |
| YTD | -18.7% | +16.2% | -34.9% | -24.6% |
| 1Y | -17.9% | +7.6% | -25.5% | -21.9% |
| 3Y | +838.1% | +6.6% | +831.5% | +764.5% |
| 5Y | +1,971.9% | +22.2% | +1,949.7% | +1,663.7% |
| 10Y | +1,907.9% | +112.0% | +1,795.8% | +1,213.0% |
| All | +371.8% | +954.5% | -582.7% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling