+3,231.7%
CLS vs EAT
+3,811.2%
-579.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +4.6% | 0.0% | +4.6% | +4.5% |
| 30D | -13.9% | +1.9% | -15.8% | -14.5% |
| 3M | -26.6% | +68.7% | -95.2% | -37.9% |
| 6M | +15.4% | +66.9% | -51.5% | -2.4% |
| YTD | +5.7% | +60.4% | -54.7% | -10.0% |
| 1Y | +41.1% | +44.0% | -2.9% | +22.3% |
| 3Y | +1,228.6% | +604.7% | +623.9% | +606.0% |
| 5Y | +3,240.6% | +347.0% | +2,893.6% | +1,817.9% |
| 10Y | +2,760.3% | +390.8% | +2,369.6% | +1,227.4% |
| All | +3,231.7% | +3,811.2% | -579.5% | +577.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling