+2,277.8%
CLS vs CI
+1,456.6%
+821.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +7.7% |
| 7D | -10.6% | +0.1% | -10.7% | -10.6% |
| 30D | -38.4% | +4.7% | -43.1% | -39.4% |
| 3M | -29.9% | +5.2% | -35.1% | -31.3% |
| 6M | -40.6% | +3.8% | -44.4% | -42.0% |
| YTD | -24.6% | +9.2% | -33.8% | -27.5% |
| 1Y | -30.8% | +14.3% | -45.0% | -34.4% |
| 3Y | +811.7% | +8.4% | +803.3% | +727.4% |
| 5Y | +1,838.4% | +50.0% | +1,788.4% | +1,476.0% |
| 10Y | +1,751.5% | +142.2% | +1,609.3% | +1,186.6% |
| All | +2,277.8% | +1,456.6% | +821.2% | +643.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling