+1,628.1%
CLS vs CAPR
-68.5%
+1,696.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.1% | +0.4% |
| 7D | -22.2% | +41.1% | -63.2% | -23.0% |
| 30D | -44.4% | +11.1% | -55.5% | -44.6% |
| 3M | -34.3% | +115.3% | -149.6% | -36.4% |
| 6M | -50.1% | -73.8% | +23.8% | -49.2% |
| YTD | -30.1% | -68.8% | +38.7% | -29.4% |
| 1Y | -39.3% | +43.3% | -82.7% | -46.1% |
| 3Y | +732.7% | +214.7% | +518.0% | +573.6% |
| 5Y | +1,777.2% | +141.3% | +1,635.9% | +1,391.8% |
| All | +1,628.1% | -68.5% | +1,696.6% | +1,121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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