+2,093.5%
CLS vs CB
+1,572.2%
+521.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.7% | -12.3% | -12.7% |
| 7D | -27.3% | +2.6% | -29.9% | -28.1% |
| 30D | -47.0% | +11.2% | -58.2% | -49.6% |
| 3M | -43.3% | +5.7% | -49.0% | -45.0% |
| 6M | -50.8% | +15.9% | -66.7% | -54.7% |
| YTD | -30.4% | +20.2% | -50.6% | -37.7% |
| 1Y | -41.7% | +32.4% | -74.1% | -50.1% |
| 3Y | +701.4% | +75.5% | +625.9% | +478.1% |
| 5Y | +1,767.8% | +105.5% | +1,662.3% | +1,145.2% |
| 10Y | +1,636.8% | +258.5% | +1,378.3% | +792.1% |
| All | +2,093.5% | +1,572.2% | +521.3% | +451.7% |
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