+2,757.7%
CLS vs CAPR
-75.3%
+2,833.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +4.6% | -2.0% | +6.6% | +4.6% |
| 30D | -13.9% | +139.2% | -153.1% | -16.7% |
| 3M | -26.6% | -66.4% | +39.8% | -25.7% |
| 6M | +15.4% | -63.1% | +78.5% | +16.4% |
| YTD | +5.7% | -67.4% | +73.1% | +6.8% |
| 1Y | +41.1% | +58.2% | -17.1% | +25.0% |
| 3Y | +1,228.6% | +42.2% | +1,186.4% | +1,015.8% |
| 5Y | +3,240.6% | +87.3% | +3,153.4% | +2,595.4% |
| All | +2,757.7% | -75.3% | +2,833.0% | +1,976.3% |
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