+2,463.6%
CLS vs CRS
+1,987.7%
+475.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -4.3% |
| 7D | +16.3% | +4.8% | +11.5% | +14.2% |
| 30D | -25.7% | -23.2% | -2.5% | -17.8% |
| 3M | -30.9% | -45.5% | +14.6% | -12.3% |
| 6M | -35.5% | -33.1% | -2.4% | -24.5% |
| YTD | -18.7% | -7.2% | -11.5% | -16.5% |
| 1Y | -17.9% | -10.0% | -7.9% | -14.4% |
| 3Y | +838.1% | +332.3% | +505.8% | +421.9% |
| 5Y | +1,971.9% | +801.9% | +1,170.0% | +720.3% |
| 10Y | +1,907.9% | +820.9% | +1,086.9% | +587.6% |
| All | +2,463.6% | +1,987.7% | +475.9% | +299.2% |
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