+3,038.3%
CLS vs CPB
-44.2%
+3,082.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.2% |
| 7D | +20.1% | -8.0% | +28.1% | +19.3% |
| 30D | +6.0% | -2.4% | +8.5% | +5.8% |
| 3M | -10.3% | +0.5% | -10.8% | -10.1% |
| 6M | +24.5% | -10.5% | +35.0% | +24.1% |
| YTD | +12.9% | -17.5% | +30.4% | +12.2% |
| 1Y | +36.7% | -31.0% | +67.7% | +35.3% |
| 3Y | +1,328.1% | -40.6% | +1,368.7% | +1,292.7% |
| 5Y | +3,682.3% | -37.7% | +3,720.0% | +3,544.3% |
| 10Y | +3,038.3% | -43.4% | +3,081.7% | +2,975.4% |
| All | +3,038.3% | -44.2% | +3,082.5% | +2,975.4% |
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