+2,261.0%
CLS vs COMP
-56.6%
+2,317.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -8.2% | -4.8% | -11.8% |
| 7D | -27.3% | -1.8% | -25.5% | -27.1% |
| 30D | -47.0% | -0.8% | -46.3% | -47.2% |
| 3M | -43.3% | -28.1% | -15.2% | -40.6% |
| 6M | -50.8% | +27.0% | -77.8% | -53.5% |
| YTD | -30.4% | -12.8% | -17.7% | -30.9% |
| 1Y | -41.7% | +4.9% | -46.6% | -43.7% |
| 3Y | +701.4% | +321.0% | +380.4% | +504.9% |
| 5Y | +1,767.8% | -25.6% | +1,793.3% | +1,480.1% |
| All | +2,261.0% | -56.6% | +2,317.6% | +1,995.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling