+1,980.9%
CLS vs CNC
-5.8%
+1,986.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.3% |
| 7D | +16.3% | +2.2% | +14.1% | +16.4% |
| 30D | -25.7% | +1.6% | -27.2% | -25.5% |
| 3M | -30.9% | +7.9% | -38.8% | -30.4% |
| 6M | -35.5% | +21.2% | -56.7% | -34.7% |
| YTD | -18.7% | +73.2% | -91.9% | -16.4% |
| 1Y | -17.9% | +97.5% | -115.4% | -15.6% |
| 3Y | +838.1% | -1.2% | +839.3% | +885.5% |
| All | +1,980.9% | -5.8% | +1,986.7% | +2,019.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling