+3,154.0%
CLS vs BR
+189.7%
+2,964.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.9% | +6.7% |
| 7D | +10.9% | -3.0% | +13.9% | +12.1% |
| 30D | +2.1% | -0.3% | +2.4% | +2.0% |
| 3M | -10.2% | +17.3% | -27.5% | -16.4% |
| 6M | +30.4% | -6.7% | +37.1% | +32.3% |
| YTD | +17.2% | -23.4% | +40.7% | +28.8% |
| 1Y | +41.0% | -32.7% | +73.7% | +63.8% |
| 3Y | +1,338.0% | -5.9% | +1,343.9% | +1,294.2% |
| 5Y | +3,860.6% | +8.4% | +3,852.1% | +3,406.5% |
| All | +3,154.0% | +189.7% | +2,964.3% | +1,789.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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