+2,104.6%
CLS vs CPB
-0.2%
+2,104.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -22.2% | +8.0% | -30.1% | -22.7% |
| 30D | -44.4% | +22.4% | -66.8% | -45.5% |
| 3M | -34.3% | +2.5% | -36.8% | -34.7% |
| 6M | -50.1% | +12.2% | -62.3% | -51.0% |
| YTD | -30.1% | -12.8% | -17.3% | -29.6% |
| 1Y | -39.3% | -19.2% | -20.2% | -38.5% |
| 3Y | +732.7% | -35.6% | +768.3% | +748.2% |
| 5Y | +1,777.2% | -31.4% | +1,808.6% | +1,768.6% |
| 10Y | +1,645.6% | -37.9% | +1,683.6% | +1,626.4% |
| All | +2,104.6% | -0.2% | +2,104.8% | +1,755.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling