+1,838.4%
CLS vs EAT
+368.3%
+1,470.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.5% | +9.3% | +8.3% |
| 7D | -10.6% | -3.9% | -6.6% | -9.6% |
| 30D | -38.4% | +5.0% | -43.4% | -39.6% |
| 3M | -29.9% | -9.6% | -20.2% | -28.1% |
| 6M | -40.6% | +46.8% | -87.4% | -48.9% |
| YTD | -24.6% | +41.8% | -66.4% | -34.9% |
| 1Y | -30.8% | +98.3% | -129.1% | -47.0% |
| 3Y | +811.7% | +503.1% | +308.7% | +389.5% |
| 5Y | +1,838.4% | +356.7% | +1,481.8% | +1,045.1% |
| All | +1,838.4% | +368.3% | +1,470.1% | +1,045.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling