+2,005.0%
CLS vs BTDR
-29.7%
+2,034.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +9.7% | -1.2% | +6.9% |
| 7D | +2.8% | +7.7% | -4.9% | +1.5% |
| 30D | -30.1% | -24.1% | -6.0% | -26.9% |
| 3M | -21.7% | -19.1% | -2.6% | -19.2% |
| 6M | -36.2% | -46.6% | +10.4% | -31.0% |
| YTD | -17.8% | -37.3% | +19.5% | -14.3% |
| 1Y | -26.8% | -53.2% | +26.4% | -21.0% |
| 3Y | +853.4% | +77.1% | +776.3% | +789.6% |
| 5Y | +2,005.0% | -29.7% | +2,034.7% | +1,832.4% |
| All | +2,005.0% | -29.7% | +2,034.7% | +1,832.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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