+1,914.6%
CLS vs BP
+141.1%
+1,773.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +16.3% | +2.6% | +13.7% | +15.0% |
| 30D | -25.7% | -6.4% | -19.3% | -23.4% |
| 3M | -30.9% | +8.0% | -38.9% | -33.7% |
| 6M | -35.5% | +6.0% | -41.5% | -38.4% |
| YTD | -18.7% | +36.5% | -55.2% | -32.5% |
| 1Y | -17.9% | +31.7% | -49.6% | -30.7% |
| 3Y | +838.1% | +48.6% | +789.5% | +631.9% |
| 5Y | +1,971.9% | +111.7% | +1,860.2% | +1,191.9% |
| All | +1,914.6% | +141.1% | +1,773.5% | +1,073.4% |
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