+2,757.7%
CLS vs CP
+222.0%
+2,535.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +4.6% | -2.7% | +7.2% | +6.3% |
| 30D | -13.9% | +0.2% | -14.1% | -13.9% |
| 3M | -26.6% | +2.6% | -29.1% | -28.2% |
| 6M | +15.4% | +6.0% | +9.4% | +10.4% |
| YTD | +5.7% | +24.9% | -19.3% | -9.9% |
| 1Y | +41.1% | +20.1% | +21.0% | +23.0% |
| 3Y | +1,228.6% | +16.4% | +1,212.2% | +1,069.3% |
| 5Y | +3,240.6% | +31.7% | +3,208.9% | +2,572.3% |
| All | +2,757.7% | +222.0% | +2,535.7% | +1,355.2% |
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