+1,751.5%
CLS vs CPB
-39.9%
+1,791.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.0% | +7.7% |
| 7D | -10.6% | +3.3% | -13.8% | -10.1% |
| 30D | -38.4% | +19.0% | -57.4% | -37.0% |
| 3M | -29.9% | +0.4% | -30.3% | -29.2% |
| 6M | -40.6% | +13.0% | -53.6% | -39.4% |
| YTD | -24.6% | -12.7% | -11.9% | -24.1% |
| 1Y | -30.8% | -20.9% | -9.9% | -30.6% |
| 3Y | +811.7% | -35.4% | +847.1% | +797.9% |
| 5Y | +1,838.4% | -32.3% | +1,870.7% | +1,785.8% |
| 10Y | +1,751.5% | -40.5% | +1,792.0% | +1,728.4% |
| All | +1,751.5% | -39.9% | +1,791.4% | +1,728.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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