+3,231.7%
CLS vs CPB
-7.7%
+3,239.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.1% |
| 7D | +4.6% | -8.6% | +13.2% | +5.4% |
| 30D | -13.9% | -7.2% | -6.7% | -13.4% |
| 3M | -26.6% | +0.9% | -27.5% | -27.0% |
| 6M | +15.4% | -11.8% | +27.2% | +16.2% |
| YTD | +5.7% | -19.4% | +25.1% | +7.3% |
| 1Y | +41.1% | -30.4% | +71.5% | +45.5% |
| 3Y | +1,228.6% | -40.2% | +1,268.7% | +1,262.6% |
| 5Y | +3,240.6% | -39.5% | +3,280.1% | +3,286.3% |
| 10Y | +2,760.3% | -47.4% | +2,807.7% | +2,809.4% |
| All | +3,231.7% | -7.7% | +3,239.5% | +2,729.1% |
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