+2,089.9%
CLS vs CAPR
+192.6%
+1,897.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -8.7% | +13.3% | +4.7% |
| 7D | +23.5% | +19.1% | +4.5% | +23.2% |
| 30D | -28.9% | +48.8% | -77.8% | -29.4% |
| 3M | -25.2% | +144.4% | -169.6% | -26.4% |
| 6M | -32.1% | -67.5% | +35.4% | -31.6% |
| YTD | -14.1% | -64.5% | +50.5% | -13.6% |
| 1Y | -24.1% | +74.4% | -98.5% | -28.4% |
| 3Y | +897.0% | +265.7% | +631.3% | +735.9% |
| 5Y | +2,089.9% | +196.0% | +1,894.0% | +1,627.0% |
| All | +2,089.9% | +192.6% | +1,897.3% | +1,627.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling