+1,929.4%
CLS vs CB
+248.4%
+1,681.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.4% |
| 7D | +2.8% | -1.0% | +3.8% | +3.2% |
| 30D | -30.1% | +7.3% | -37.4% | -32.2% |
| 3M | -21.7% | +7.0% | -28.8% | -24.2% |
| 6M | -36.2% | +16.3% | -52.6% | -41.1% |
| YTD | -17.8% | +19.7% | -37.6% | -26.0% |
| 1Y | -26.8% | +27.8% | -54.6% | -36.3% |
| 3Y | +853.4% | +72.0% | +781.4% | +558.0% |
| 5Y | +2,005.0% | +104.9% | +1,900.2% | +1,178.9% |
| 10Y | +1,929.4% | +246.7% | +1,682.7% | +829.6% |
| All | +1,929.4% | +248.4% | +1,681.0% | +829.6% |
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