+1,751.5%
CLS vs CB
+246.2%
+1,505.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +8.0% |
| 7D | -10.6% | -1.5% | -9.1% | -10.1% |
| 30D | -38.4% | +6.5% | -45.0% | -40.2% |
| 3M | -29.9% | +4.1% | -33.9% | -31.3% |
| 6M | -40.6% | +14.4% | -55.0% | -44.9% |
| YTD | -24.6% | +17.5% | -42.1% | -31.7% |
| 1Y | -30.8% | +27.5% | -58.3% | -39.9% |
| 3Y | +811.7% | +71.6% | +740.1% | +527.1% |
| 5Y | +1,838.4% | +100.6% | +1,737.8% | +1,087.5% |
| 10Y | +1,751.5% | +243.0% | +1,508.5% | +757.4% |
| All | +1,751.5% | +246.2% | +1,505.3% | +757.4% |
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