+2,977.3%
CLS vs ET
+1,435.0%
+1,542.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | +0.9% | +3.7% | +4.2% |
| 30D | -13.9% | +7.5% | -21.4% | -16.1% |
| 3M | -26.6% | +11.4% | -38.0% | -29.4% |
| 6M | +15.4% | +18.5% | -3.1% | +8.4% |
| YTD | +5.7% | +37.4% | -31.7% | -5.7% |
| 1Y | +41.1% | +30.9% | +10.2% | +28.0% |
| 3Y | +1,228.6% | +98.7% | +1,129.9% | +984.7% |
| 5Y | +3,240.6% | +230.7% | +3,009.9% | +2,238.9% |
| 10Y | +2,760.3% | +175.6% | +2,584.8% | +1,820.3% |
| All | +2,977.3% | +1,435.0% | +1,542.4% | +585.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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