+1,284.2%
CLS vs CNC
-2.4%
+1,286.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.0% |
| 7D | +20.1% | -4.9% | +25.0% | +19.4% |
| 30D | +6.0% | -3.8% | +9.8% | +5.6% |
| 3M | -10.3% | -3.2% | -7.0% | -10.6% |
| 6M | +24.5% | +47.9% | -23.4% | +33.3% |
| YTD | +12.9% | +55.7% | -42.8% | +22.1% |
| 1Y | +36.7% | +106.2% | -69.6% | +53.9% |
| All | +1,284.2% | -2.4% | +1,286.6% | +1,320.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling