+3,269.5%
CLS vs CB
+99.7%
+3,169.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.7% |
| 7D | +4.6% | +0.5% | +4.1% | +4.6% |
| 30D | -13.9% | -3.1% | -10.8% | -14.0% |
| 3M | -26.6% | +9.0% | -35.5% | -26.6% |
| 6M | +15.4% | +2.9% | +12.6% | +15.7% |
| YTD | +5.7% | +10.1% | -4.4% | +5.1% |
| 1Y | +41.1% | +22.8% | +18.3% | +37.3% |
| 3Y | +1,228.6% | +73.8% | +1,154.8% | +933.2% |
| All | +3,269.5% | +99.7% | +3,169.8% | +2,170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling