+3,682.3%
CLS vs BR
+7.6%
+3,674.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +20.1% | -5.0% | +25.1% | +21.8% |
| 30D | +6.0% | -2.5% | +8.5% | +6.6% |
| 3M | -10.3% | +13.5% | -23.8% | -14.2% |
| 6M | +24.5% | -9.4% | +33.9% | +28.7% |
| YTD | +12.9% | -23.3% | +36.1% | +24.7% |
| 1Y | +36.7% | -31.6% | +68.3% | +59.1% |
| 3Y | +1,328.1% | -5.1% | +1,333.2% | +1,254.2% |
| 5Y | +3,682.3% | +8.2% | +3,674.1% | +2,971.0% |
| All | +3,682.3% | +7.6% | +3,674.7% | +2,971.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling