+3,616.8%
CLS vs EQT
+192.3%
+3,424.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +5.0% | -1.2% | +6.1% | +5.3% |
| 30D | +4.8% | +1.1% | +3.7% | +4.3% |
| 3M | -10.4% | +4.8% | -15.2% | -12.3% |
| 6M | +20.8% | -10.6% | +31.4% | +24.2% |
| YTD | +10.0% | +3.4% | +6.6% | +7.1% |
| 1Y | +28.5% | +8.7% | +19.9% | +22.4% |
| 3Y | +1,292.2% | +35.0% | +1,257.2% | +1,141.9% |
| 5Y | +3,616.8% | +204.2% | +3,412.6% | +2,498.3% |
| All | +3,616.8% | +192.3% | +3,424.5% | +2,498.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling