+838.1%
CLS vs CARR
+10.4%
+827.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +16.3% | +3.5% | +12.8% | +14.3% |
| 30D | -25.7% | +0.4% | -26.0% | -25.6% |
| 3M | -30.9% | -14.1% | -16.8% | -24.8% |
| 6M | -35.5% | -16.7% | -18.8% | -29.3% |
| YTD | -18.7% | +4.2% | -22.9% | -21.7% |
| 1Y | -17.9% | -0.2% | -17.7% | -19.1% |
| 3Y | +838.1% | +10.9% | +827.2% | +692.0% |
| All | +838.1% | +10.4% | +827.7% | +692.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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