+2,104.6%
CLS vs CI
+1,446.0%
+658.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.1% |
| 7D | -22.2% | -1.6% | -20.6% | -21.9% |
| 30D | -44.4% | +5.4% | -49.8% | -45.3% |
| 3M | -34.3% | +7.3% | -41.5% | -35.9% |
| 6M | -50.1% | +5.3% | -55.4% | -51.4% |
| YTD | -30.1% | +8.5% | -38.6% | -32.7% |
| 1Y | -39.3% | +17.1% | -56.5% | -42.9% |
| 3Y | +732.7% | +1.4% | +731.3% | +670.2% |
| 5Y | +1,777.2% | +50.5% | +1,726.7% | +1,424.0% |
| 10Y | +1,645.6% | +168.5% | +1,477.1% | +1,079.4% |
| All | +2,104.6% | +1,446.0% | +658.6% | +590.2% |
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