+4,978.9%
CLS vs BR
+1,321.0%
+3,657.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.4% |
| 7D | +4.6% | -5.3% | +9.8% | +7.2% |
| 30D | -13.9% | +6.4% | -20.3% | -16.7% |
| 3M | -26.6% | +13.6% | -40.2% | -31.6% |
| 6M | +15.4% | -6.7% | +22.1% | +16.5% |
| YTD | +5.7% | -21.1% | +26.8% | +15.0% |
| 1Y | +41.1% | -29.6% | +70.7% | +61.5% |
| 3Y | +1,228.6% | -2.4% | +1,231.0% | +1,168.2% |
| 5Y | +3,240.6% | +11.2% | +3,229.4% | +2,830.8% |
| 10Y | +2,760.3% | +191.8% | +2,568.6% | +1,359.7% |
| All | +4,978.9% | +1,321.0% | +3,657.9% | +991.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling