+732.7%
CLS vs COMP
+353.8%
+378.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.7% | -10.2% | -1.4% |
| 7D | -22.2% | +13.4% | -35.6% | -24.0% |
| 30D | -44.4% | +11.1% | -55.5% | -45.7% |
| 3M | -34.3% | -18.8% | -15.4% | -32.2% |
| 6M | -50.1% | +10.5% | -60.6% | -51.8% |
| YTD | -30.1% | -3.4% | -26.7% | -31.9% |
| 1Y | -39.3% | +19.7% | -59.0% | -43.4% |
| 3Y | +732.7% | +381.6% | +351.1% | +479.2% |
| All | +732.7% | +353.8% | +378.9% | +479.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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