+1,751.5%
CLS vs CP
+261.0%
+1,490.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.0% | +5.8% | +6.7% |
| 7D | -10.6% | +2.8% | -13.3% | -12.1% |
| 30D | -38.4% | +11.3% | -49.8% | -42.5% |
| 3M | -29.9% | +2.9% | -32.7% | -31.5% |
| 6M | -40.6% | +9.8% | -50.4% | -44.8% |
| YTD | -24.6% | +28.5% | -53.1% | -37.2% |
| 1Y | -30.8% | +33.5% | -64.3% | -43.6% |
| 3Y | +811.7% | +31.9% | +779.8% | +638.3% |
| 5Y | +1,838.4% | +25.5% | +1,812.9% | +1,488.8% |
| 10Y | +1,751.5% | +257.6% | +1,493.9% | +810.2% |
| All | +1,751.5% | +261.0% | +1,490.5% | +810.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling