+848.2%
CLS vs CAPR
+299.3%
+548.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +26.5% | -18.0% | +8.2% |
| 7D | +2.8% | +25.8% | -23.0% | +2.5% |
| 30D | -30.1% | +50.2% | -80.3% | -30.5% |
| 3M | -21.7% | +185.5% | -207.2% | -22.8% |
| 6M | -36.2% | -64.8% | +28.6% | -35.9% |
| YTD | -17.8% | -61.1% | +43.3% | -17.5% |
| 1Y | -26.8% | +81.0% | -107.8% | -29.6% |
| All | +848.2% | +299.3% | +548.9% | +704.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling