+2,104.6%
CLS vs BP
+275.3%
+1,829.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -22.2% | -11.6% | -10.5% | -17.4% |
| 30D | -44.4% | 0.0% | -44.4% | -44.5% |
| 3M | -34.3% | +6.7% | -41.0% | -36.7% |
| 6M | -50.1% | +2.2% | -52.2% | -51.5% |
| YTD | -30.1% | +33.0% | -63.1% | -40.9% |
| 1Y | -39.3% | +30.7% | -70.1% | -48.3% |
| 3Y | +732.7% | +44.2% | +688.5% | +566.4% |
| 5Y | +1,777.2% | +105.1% | +1,672.1% | +1,131.6% |
| 10Y | +1,645.6% | +133.5% | +1,512.1% | +914.1% |
| All | +2,104.6% | +275.3% | +1,829.2% | +724.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling