+3,231.7%
CLS vs CB
+1,432.4%
+1,799.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.6% |
| 7D | +4.6% | +0.5% | +4.1% | +4.4% |
| 30D | -13.9% | -3.1% | -10.8% | -12.8% |
| 3M | -26.6% | +9.0% | -35.5% | -30.1% |
| 6M | +15.4% | +2.9% | +12.6% | +12.0% |
| YTD | +5.7% | +10.1% | -4.4% | -1.3% |
| 1Y | +41.1% | +22.8% | +18.3% | +24.6% |
| 3Y | +1,228.6% | +73.8% | +1,154.8% | +865.1% |
| 5Y | +3,240.6% | +99.2% | +3,141.5% | +2,165.0% |
| 10Y | +2,760.3% | +218.2% | +2,542.1% | +1,453.3% |
| All | +3,231.7% | +1,432.4% | +1,799.3% | +774.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling