+1,628.1%
CLS vs CPB
-37.5%
+1,665.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.3% |
| 7D | -22.2% | +8.0% | -30.1% | -21.3% |
| 30D | -44.4% | +22.4% | -66.8% | -42.9% |
| 3M | -34.3% | +3.8% | -38.1% | -33.5% |
| 6M | -50.1% | +13.7% | -63.7% | -49.0% |
| YTD | -30.1% | -11.7% | -18.4% | -29.5% |
| 1Y | -39.3% | -18.1% | -21.2% | -39.0% |
| 3Y | +732.7% | -34.7% | +767.4% | +721.4% |
| 5Y | +1,777.2% | -30.6% | +1,807.8% | +1,726.0% |
| All | +1,628.1% | -37.5% | +1,665.6% | +1,604.7% |
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