+1,628.1%
CLS vs CB
+248.0%
+1,380.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -22.2% | +0.2% | -22.4% | -22.3% |
| 30D | -44.4% | +9.1% | -53.4% | -46.4% |
| 3M | -34.3% | +3.4% | -37.7% | -35.5% |
| 6M | -50.1% | +14.1% | -64.2% | -53.5% |
| YTD | -30.1% | +18.0% | -48.1% | -36.7% |
| 1Y | -39.3% | +30.1% | -69.5% | -47.8% |
| 3Y | +732.7% | +71.8% | +660.9% | +473.1% |
| 5Y | +1,777.2% | +101.8% | +1,675.4% | +1,047.1% |
| All | +1,628.1% | +248.0% | +1,380.1% | +707.2% |
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