+1,884.8%
CLS vs CB
+103.6%
+1,781.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.6% |
| 7D | -13.9% | +0.7% | -14.6% | -13.8% |
| 30D | -38.2% | +8.2% | -46.4% | -37.6% |
| 3M | -28.8% | +6.3% | -35.1% | -28.2% |
| 6M | -40.4% | +16.2% | -56.6% | -39.7% |
| YTD | -24.3% | +19.3% | -43.6% | -23.7% |
| 1Y | -35.0% | +29.2% | -64.3% | -35.3% |
| 3Y | +778.7% | +71.4% | +707.2% | +635.6% |
| 5Y | +1,884.8% | +104.2% | +1,780.6% | +1,329.2% |
| All | +1,884.8% | +103.6% | +1,781.2% | +1,329.2% |
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