+3,231.7%
CLS vs CP
+4,777.6%
-1,545.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 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