+2,944.0%
CLS vs EW
+124.3%
+2,819.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.5% | +9.2% | +6.9% |
| 7D | +12.8% | -4.4% | +17.2% | +14.5% |
| 30D | +3.8% | -3.3% | +7.2% | +4.8% |
| 3M | -14.6% | +1.0% | -15.6% | -15.5% |
| 6M | +32.2% | +6.2% | +26.0% | +28.6% |
| YTD | +11.6% | +1.7% | +9.9% | +10.2% |
| 1Y | +35.1% | +8.1% | +26.9% | +30.2% |
| 3Y | +1,312.5% | +17.1% | +1,295.5% | +1,178.7% |
| 5Y | +3,542.1% | -29.4% | +3,571.4% | +3,739.6% |
| 10Y | +2,944.0% | +121.7% | +2,822.3% | +2,239.8% |
| All | +2,944.0% | +124.3% | +2,819.7% | +2,239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling