+1,914.6%
CLS vs BR
+277.7%
+1,636.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +16.3% | +1.1% | +15.2% | +15.9% |
| 30D | -25.7% | +14.4% | -40.0% | -29.5% |
| 3M | -30.9% | +12.4% | -43.3% | -34.4% |
| 6M | -35.5% | +35.4% | -70.9% | -43.6% |
| YTD | -18.7% | -12.2% | -6.5% | -15.7% |
| 1Y | -17.9% | -12.7% | -5.2% | -14.7% |
| 3Y | +838.1% | +14.3% | +823.8% | +732.6% |
| 5Y | +1,971.9% | +19.3% | +1,952.6% | +1,665.0% |
| All | +1,914.6% | +277.7% | +1,636.9% | +913.1% |
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