+1,761.1%
CLS vs CP
+255.2%
+1,505.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -13.9% | +2.8% | -16.7% | -15.3% |
| 30D | -38.2% | +11.0% | -49.2% | -42.2% |
| 3M | -28.8% | +3.8% | -32.7% | -30.9% |
| 6M | -40.4% | +9.5% | -49.9% | -44.4% |
| YTD | -24.3% | +28.2% | -52.5% | -36.9% |
| 1Y | -35.0% | +33.0% | -68.0% | -47.0% |
| 3Y | +778.7% | +35.5% | +743.1% | +600.4% |
| 5Y | +1,884.8% | +25.8% | +1,859.1% | +1,523.9% |
| 10Y | +1,761.1% | +250.7% | +1,510.4% | +812.9% |
| All | +1,761.1% | +255.2% | +1,505.9% | +812.9% |
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