+2,005.0%
CLS vs CP
+25.9%
+1,979.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | -0.7% | +3.4% | +3.2% |
| 30D | -30.1% | +9.6% | -39.7% | -33.7% |
| 3M | -21.7% | +2.2% | -24.0% | -23.0% |
| 6M | -36.2% | +11.1% | -47.3% | -40.8% |
| YTD | -17.8% | +28.2% | -46.0% | -30.9% |
| 1Y | -26.8% | +32.2% | -59.0% | -39.6% |
| 3Y | +853.4% | +35.5% | +817.9% | +663.1% |
| 5Y | +2,005.0% | +26.8% | +1,978.3% | +1,579.5% |
| All | +2,005.0% | +25.9% | +1,979.1% | +1,579.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling