+2,104.6%
CLS vs CNP
+503.6%
+1,600.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -22.2% | -4.2% | -18.0% | -21.3% |
| 30D | -44.4% | +5.5% | -49.9% | -45.1% |
| 3M | -34.3% | +0.6% | -34.9% | -34.3% |
| 6M | -50.1% | -2.8% | -47.2% | -49.9% |
| YTD | -30.1% | +7.9% | -37.9% | -31.7% |
| 1Y | -39.3% | +6.7% | -46.0% | -40.6% |
| 3Y | +732.7% | +61.1% | +671.6% | +630.8% |
| 5Y | +1,777.2% | +73.0% | +1,704.2% | +1,514.9% |
| 10Y | +1,645.6% | +141.9% | +1,503.7% | +1,270.4% |
| All | +2,104.6% | +503.6% | +1,600.9% | +1,169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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