+732.7%
CLS vs CB
+71.5%
+661.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | -0.9% |
| 7D | -22.2% | +0.2% | -22.4% | -21.8% |
| 30D | -44.4% | +9.1% | -53.4% | -40.1% |
| 3M | -34.3% | +3.4% | -37.7% | -31.9% |
| 6M | -50.1% | +14.1% | -64.2% | -43.3% |
| YTD | -30.1% | +18.0% | -48.1% | -18.0% |
| 1Y | -39.3% | +30.1% | -69.5% | -25.1% |
| 3Y | +732.7% | +71.8% | +660.9% | +961.3% |
| All | +732.7% | +71.5% | +661.2% | +961.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling