+8,074.8%
CLS vs CARR
+394.0%
+7,680.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +16.3% | +3.5% | +12.8% | +14.5% |
| 30D | -25.7% | +0.4% | -26.0% | -25.6% |
| 3M | -30.9% | -14.1% | -16.8% | -25.4% |
| 6M | -35.5% | -16.7% | -18.8% | -29.8% |
| YTD | -18.7% | +4.2% | -22.9% | -21.0% |
| 1Y | -17.9% | -0.2% | -17.7% | -18.7% |
| 3Y | +838.1% | +10.9% | +827.2% | +767.8% |
| 5Y | +1,971.9% | +3.9% | +1,968.0% | +1,816.6% |
| All | +8,074.8% | +394.0% | +7,680.8% | +5,142.1% |
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