+1,628.1%
CLS vs CP
+253.8%
+1,374.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.5% |
| 7D | -22.2% | +2.8% | -24.9% | -23.6% |
| 30D | -44.4% | +10.2% | -54.6% | -47.8% |
| 3M | -34.3% | +2.4% | -36.6% | -35.7% |
| 6M | -50.1% | +7.7% | -57.7% | -53.0% |
| YTD | -30.1% | +26.0% | -56.1% | -41.2% |
| 1Y | -39.3% | +34.6% | -74.0% | -51.0% |
| 3Y | +732.7% | +26.7% | +706.0% | +590.5% |
| 5Y | +1,777.2% | +24.9% | +1,752.3% | +1,440.8% |
| All | +1,628.1% | +253.8% | +1,374.3% | +759.6% |
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