+2,491.1%
CLS vs CRS
+2,082.9%
+408.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +6.0% | +7.5% |
| 7D | +2.8% | +4.4% | -1.6% | +1.3% |
| 30D | -30.1% | -19.1% | -10.9% | -24.2% |
| 3M | -21.7% | -43.2% | +21.5% | -2.3% |
| 6M | -36.2% | -28.9% | -7.4% | -27.2% |
| YTD | -17.8% | -3.0% | -14.8% | -17.1% |
| 1Y | -26.8% | -5.3% | -21.5% | -25.2% |
| 3Y | +853.4% | +363.5% | +489.8% | +416.0% |
| 5Y | +2,005.0% | +858.2% | +1,146.9% | +713.7% |
| 10Y | +1,929.4% | +862.9% | +1,066.5% | +582.7% |
| All | +2,491.1% | +2,082.9% | +408.3% | +296.4% |
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