+3,231.7%
CLS vs CRS
+3,301.7%
-70.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | +4.6% | -0.2% | +4.8% | +4.8% |
| 30D | -13.9% | -16.6% | +2.7% | -7.3% |
| 3M | -26.6% | -3.5% | -23.1% | -25.5% |
| 6M | +15.4% | +15.4% | 0.0% | +9.1% |
| YTD | +5.7% | +51.2% | -45.5% | -10.3% |
| 1Y | +41.1% | +98.3% | -57.2% | +6.9% |
| 3Y | +1,228.6% | +651.5% | +577.0% | +491.9% |
| 5Y | +3,240.6% | +1,411.1% | +1,829.5% | +980.9% |
| 10Y | +2,760.3% | +1,424.3% | +1,336.0% | +693.7% |
| All | +3,231.7% | +3,301.7% | -70.0% | +329.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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