+1,751.5%
CLS vs CAPR
-64.9%
+1,816.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +9.4% | -1.6% | +7.6% |
| 7D | -10.6% | +36.0% | -46.6% | -11.4% |
| 30D | -38.4% | +25.8% | -64.2% | -39.0% |
| 3M | -29.9% | +140.8% | -170.7% | -32.3% |
| 6M | -40.6% | -67.6% | +26.9% | -40.0% |
| YTD | -24.6% | -65.9% | +41.3% | -24.1% |
| 1Y | -30.8% | +66.1% | -96.9% | -38.8% |
| 3Y | +811.7% | +256.9% | +554.9% | +634.4% |
| 5Y | +1,838.4% | +172.1% | +1,666.3% | +1,434.5% |
| 10Y | +1,751.5% | -64.7% | +1,816.2% | +1,196.9% |
| All | +1,751.5% | -64.9% | +1,816.4% | +1,196.9% |
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