+11,123.5%
CLS vs CARR
+436.5%
+10,687.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +6.1% |
| 7D | +12.8% | +3.2% | +9.5% | +11.1% |
| 30D | +3.8% | -7.7% | +11.5% | +7.9% |
| 3M | -14.6% | -11.9% | -2.7% | -9.9% |
| 6M | +32.2% | +2.0% | +30.2% | +30.3% |
| YTD | +11.6% | +13.2% | -1.5% | +4.0% |
| 1Y | +35.1% | -8.5% | +43.6% | +38.6% |
| 3Y | +1,312.5% | +5.0% | +1,307.6% | +1,232.2% |
| 5Y | +3,542.1% | +12.0% | +3,530.1% | +3,135.7% |
| All | +11,123.5% | +436.5% | +10,687.0% | +6,803.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling