+3,419.7%
CLS vs EQT
+2,071.9%
+1,347.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.7% |
| 7D | +12.8% | -0.8% | +13.6% | +13.0% |
| 30D | +3.8% | +6.6% | -2.8% | +1.6% |
| 3M | -14.6% | +4.4% | -19.0% | -16.3% |
| 6M | +32.2% | -10.5% | +42.8% | +35.5% |
| YTD | +11.6% | +3.7% | +7.9% | +8.8% |
| 1Y | +35.1% | +9.9% | +25.2% | +28.7% |
| 3Y | +1,312.5% | +35.4% | +1,277.2% | +1,160.9% |
| 5Y | +3,542.1% | +189.2% | +3,352.9% | +2,337.2% |
| 10Y | +2,944.0% | +50.7% | +2,893.3% | +2,027.7% |
| All | +3,419.7% | +2,071.9% | +1,347.8% | +1,288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling