+1,249.5%
CLS vs CDE
+797.0%
+452.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.6% |
| 7D | +5.0% | -6.1% | +11.0% | +6.8% |
| 30D | +4.8% | +9.5% | -4.7% | +1.6% |
| 3M | -10.4% | +32.0% | -42.4% | -18.1% |
| 6M | +20.8% | -12.8% | +33.6% | +22.9% |
| YTD | +10.0% | +14.2% | -4.2% | +3.3% |
| 1Y | +28.5% | +36.3% | -7.8% | +15.0% |
| All | +1,249.5% | +797.0% | +452.4% | +718.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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