+1,763.7%
CLS vs BP
+103.6%
+1,660.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -22.2% | -11.6% | -10.5% | -18.6% |
| 30D | -44.4% | 0.0% | -44.4% | -44.5% |
| 3M | -34.3% | +6.7% | -41.0% | -36.2% |
| 6M | -50.1% | +2.2% | -52.2% | -51.1% |
| YTD | -30.1% | +33.0% | -63.1% | -40.0% |
| 1Y | -39.3% | +30.7% | -70.1% | -47.6% |
| 3Y | +732.7% | +44.2% | +688.5% | +575.5% |
| All | +1,763.7% | +103.6% | +1,660.1% | +1,056.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling