+3,154.0%
CLS vs CNC
+99.9%
+3,054.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +6.4% |
| 7D | +10.9% | -0.9% | +11.9% | +11.0% |
| 30D | +2.1% | -1.0% | +3.1% | +2.1% |
| 3M | -10.2% | +4.5% | -14.7% | -10.7% |
| 6M | +30.4% | +85.2% | -54.8% | +19.7% |
| YTD | +17.2% | +61.4% | -44.2% | +8.8% |
| 1Y | +41.0% | +94.9% | -53.9% | +26.2% |
| 3Y | +1,338.0% | 0.0% | +1,338.0% | +1,269.4% |
| 5Y | +3,860.6% | +11.2% | +3,849.4% | +3,494.0% |
| All | +3,154.0% | +99.9% | +3,054.1% | +2,561.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling