+1,338.0%
CLS vs EQT
+32.0%
+1,306.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +7.2% |
| 7D | +10.9% | -2.0% | +12.9% | +11.8% |
| 30D | +2.1% | 0.0% | +2.1% | +1.9% |
| 3M | -10.2% | +5.9% | -16.1% | -13.2% |
| 6M | +30.4% | -14.8% | +45.2% | +38.9% |
| YTD | +17.2% | +1.8% | +15.5% | +13.3% |
| 1Y | +41.0% | +7.4% | +33.7% | +31.0% |
| 3Y | +1,338.0% | +33.6% | +1,304.3% | +1,143.8% |
| All | +1,338.0% | +32.0% | +1,306.0% | +1,143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 3y: compounded portfolio wealth divided by compounded EQT 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…
3y analysis · Full analysis span regression · 6 months rolling