+446.2%
CLS vs EW
+6,974.1%
-6,527.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | -13.9% | +1.0% | -14.9% | -14.3% |
| 3M | -26.6% | +2.8% | -29.4% | -27.4% |
| 6M | +15.4% | +5.5% | +9.9% | +13.2% |
| YTD | +5.7% | +5.5% | +0.2% | +3.5% |
| 1Y | +41.1% | +11.0% | +30.1% | +35.9% |
| 3Y | +1,228.6% | +17.7% | +1,210.9% | +1,127.6% |
| 5Y | +3,240.6% | -25.7% | +3,266.4% | +3,351.9% |
| 10Y | +2,760.3% | +132.8% | +2,627.5% | +1,977.4% |
| All | +446.2% | +6,974.1% | -6,527.9% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling