+3,269.5%
CLS vs COMP
-31.2%
+3,300.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.6% | +1.4% | +3.2% | +4.4% |
| 30D | -13.9% | -13.3% | -0.6% | -11.9% |
| 3M | -26.6% | +41.1% | -67.7% | -31.0% |
| 6M | +15.4% | +17.2% | -1.8% | +10.7% |
| YTD | +5.7% | +5.2% | +0.5% | +2.4% |
| 1Y | +41.1% | +18.9% | +22.2% | +33.2% |
| 3Y | +1,228.6% | +215.9% | +1,012.7% | +930.7% |
| All | +3,269.5% | -31.2% | +3,300.7% | +3,275.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling