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  • CLS vs CP✓SelectedUSD · CPCLS vs CP performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,231.7%
CP return
+4,777.6%
Excess return
-1,545.8%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
1D+0.8%+0.3%+0.5%+0.6%
7D+4.6%-2.7%+7.2%+6.2%
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%+10.8%
YTD+5.7%+24.9%-19.3%-8.9%
1Y+41.1%+20.1%+21.0%+24.1%
3Y+1,228.6%+16.4%+1,212.2%+1,083.3%
5Y+3,240.6%+31.7%+3,208.9%+2,640.9%
10Y+2,760.3%+223.9%+2,536.5%+1,287.7%
All+3,231.7%+4,777.6%-1,545.8%+250.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling