+2,267.9%
CLS vs ET
+1,310.3%
+957.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +16.3% | +2.5% | +13.7% | +15.4% |
| 30D | -25.7% | -2.5% | -23.2% | -25.0% |
| 3M | -30.9% | -4.9% | -26.0% | -29.8% |
| 6M | -35.5% | -0.1% | -35.4% | -35.7% |
| YTD | -18.7% | +26.2% | -44.9% | -25.4% |
| 1Y | -17.9% | +25.2% | -43.1% | -24.4% |
| 3Y | +838.1% | +84.2% | +753.9% | +685.6% |
| 5Y | +1,971.9% | +216.1% | +1,755.8% | +1,375.1% |
| 10Y | +1,907.9% | +160.7% | +1,747.2% | +1,284.1% |
| All | +2,267.9% | +1,310.3% | +957.6% | +442.5% |
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