+2,944.0%
CLS vs BP
+126.3%
+2,817.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +4.5% |
| 7D | +12.8% | +0.9% | +11.9% | +12.3% |
| 30D | +3.8% | +9.1% | -5.3% | -0.6% |
| 3M | -14.6% | +3.9% | -18.5% | -17.3% |
| 6M | +32.2% | +13.6% | +18.6% | +21.3% |
| YTD | +11.6% | +34.0% | -22.4% | -6.2% |
| 1Y | +35.1% | +39.2% | -4.1% | +11.1% |
| 3Y | +1,312.5% | +36.4% | +1,276.1% | +1,050.2% |
| 5Y | +3,542.1% | +135.8% | +3,406.3% | +2,047.6% |
| 10Y | +2,944.0% | +125.0% | +2,819.0% | +1,618.0% |
| All | +2,944.0% | +126.3% | +2,817.7% | +1,618.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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