+3,038.3%
CLS vs EAT
+370.1%
+2,668.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.1% |
| 7D | +20.1% | -6.8% | +26.9% | +22.5% |
| 30D | +6.0% | -5.4% | +11.4% | +7.5% |
| 3M | -10.3% | +42.8% | -53.0% | -20.1% |
| 6M | +24.5% | +56.5% | -32.0% | +7.1% |
| YTD | +12.9% | +50.0% | -37.2% | -2.0% |
| 1Y | +36.7% | +38.3% | -1.6% | +19.9% |
| 3Y | +1,328.1% | +591.6% | +736.4% | +674.3% |
| 5Y | +3,682.3% | +312.6% | +3,369.7% | +2,141.9% |
| 10Y | +3,038.3% | +381.4% | +2,656.8% | +1,305.7% |
| All | +3,038.3% | +370.1% | +2,668.2% | +1,305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling