+3,180.6%
CLS vs CAPR
-99.1%
+3,279.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.1% | +0.4% |
| 7D | -22.2% | +41.1% | -63.2% | -22.7% |
| 30D | -44.4% | +11.1% | -55.5% | -44.5% |
| 3M | -34.3% | +115.3% | -149.6% | -35.5% |
| 6M | -50.1% | -73.8% | +23.8% | -49.6% |
| YTD | -30.1% | -68.8% | +38.7% | -29.7% |
| 1Y | -39.3% | +43.3% | -82.7% | -43.3% |
| 3Y | +732.7% | +214.7% | +518.0% | +649.0% |
| 5Y | +1,777.2% | +141.3% | +1,635.9% | +1,577.4% |
| 10Y | +1,645.6% | -67.0% | +1,712.6% | +1,390.4% |
| All | +3,180.6% | -99.1% | +3,279.7% | +2,739.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling