+449.0%
CLS vs CNC
+5,893.3%
-5,444.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.6% |
| 7D | +16.3% | +2.2% | +14.1% | +15.8% |
| 30D | -25.7% | +1.6% | -27.2% | -26.2% |
| 3M | -30.9% | +7.9% | -38.8% | -32.4% |
| 6M | -35.5% | +21.2% | -56.7% | -38.3% |
| YTD | -18.7% | +73.2% | -91.9% | -28.5% |
| 1Y | -17.9% | +97.5% | -115.4% | -29.6% |
| 3Y | +838.1% | -1.2% | +839.3% | +764.3% |
| 5Y | +1,971.9% | -6.1% | +1,977.9% | +1,807.2% |
| 10Y | +1,907.9% | +181.3% | +1,726.6% | +1,310.5% |
| All | +449.0% | +5,893.3% | -5,444.3% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling