+838.1%
CLS vs CNC
-1.0%
+839.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.2% |
| 7D | +16.3% | +2.2% | +14.1% | +16.7% |
| 30D | -25.7% | +1.6% | -27.2% | -25.2% |
| 3M | -30.9% | +7.9% | -38.8% | -29.6% |
| 6M | -35.5% | +21.2% | -56.7% | -33.1% |
| YTD | -18.7% | +73.2% | -91.9% | -10.1% |
| 1Y | -17.9% | +97.5% | -115.4% | -7.8% |
| 3Y | +838.1% | -1.2% | +839.3% | +898.2% |
| All | +838.1% | -1.0% | +839.1% | +898.2% |
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