+2,089.9%
CLS vs CI
+48.8%
+2,041.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.3% |
| 7D | +23.5% | -1.7% | +25.3% | +23.2% |
| 30D | -28.9% | +4.9% | -33.8% | -28.3% |
| 3M | -25.2% | +7.4% | -32.6% | -24.2% |
| 6M | -32.1% | +0.4% | -32.5% | -31.4% |
| YTD | -14.1% | +9.5% | -23.5% | -12.5% |
| 1Y | -24.1% | +12.0% | -36.0% | -22.5% |
| 3Y | +897.0% | +7.1% | +889.9% | +880.8% |
| 5Y | +2,089.9% | +49.3% | +2,040.6% | +1,725.6% |
| All | +2,089.9% | +48.8% | +2,041.1% | +1,725.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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