+778.7%
CLS vs CB
+73.2%
+705.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +1.7% |
| 7D | -13.9% | +0.7% | -14.6% | -13.3% |
| 30D | -38.2% | +8.2% | -46.4% | -33.7% |
| 3M | -28.8% | +6.3% | -35.1% | -24.6% |
| 6M | -40.4% | +16.2% | -56.6% | -31.3% |
| YTD | -24.3% | +19.3% | -43.6% | -10.2% |
| 1Y | -35.0% | +29.2% | -64.3% | -19.6% |
| 3Y | +778.7% | +71.4% | +707.2% | +1,056.4% |
| All | +778.7% | +73.2% | +705.5% | +1,056.4% |
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 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