+513.2%
CLS vs BG
+1,131.5%
-618.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +4.6% | +2.8% | +1.8% | +3.3% |
| 30D | -13.9% | +12.0% | -25.9% | -17.8% |
| 3M | -26.6% | -7.7% | -18.9% | -25.0% |
| 6M | +15.4% | +4.5% | +10.9% | +12.3% |
| YTD | +5.7% | +35.7% | -30.0% | -6.7% |
| 1Y | +41.1% | +50.1% | -9.0% | +19.4% |
| 3Y | +1,228.6% | +12.6% | +1,216.0% | +1,106.1% |
| 5Y | +3,240.6% | +75.4% | +3,165.2% | +2,392.7% |
| 10Y | +2,760.3% | +150.5% | +2,609.9% | +1,666.6% |
| All | +513.2% | +1,131.5% | -618.3% | +148.8% |
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 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