+1,914.6%
CLS vs CB
+250.2%
+1,664.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.8% |
| 7D | +16.3% | +2.9% | +13.3% | +15.0% |
| 30D | -25.7% | +7.3% | -33.0% | -27.9% |
| 3M | -30.9% | +9.4% | -40.3% | -33.6% |
| 6M | -35.5% | +19.6% | -55.1% | -41.1% |
| YTD | -18.7% | +21.5% | -40.2% | -27.2% |
| 1Y | -17.9% | +28.0% | -45.9% | -28.5% |
| 3Y | +838.1% | +74.9% | +763.2% | +543.1% |
| 5Y | +1,971.9% | +108.1% | +1,863.8% | +1,150.9% |
| All | +1,914.6% | +250.2% | +1,664.4% | +818.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling