+261.4%
CLS vs EW
+7,937.2%
-7,675.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -22.2% | +11.0% | -33.2% | -24.8% |
| 30D | -44.4% | +19.1% | -63.4% | -47.5% |
| 3M | -34.3% | +14.4% | -48.6% | -37.5% |
| 6M | -50.1% | +22.8% | -72.8% | -53.6% |
| YTD | -30.1% | +19.8% | -49.9% | -34.6% |
| 1Y | -39.3% | +23.9% | -63.2% | -43.8% |
| 3Y | +732.7% | +52.2% | +680.5% | +606.3% |
| 5Y | +1,777.2% | -13.9% | +1,791.1% | +1,743.6% |
| 10Y | +1,645.6% | +241.9% | +1,403.7% | +1,038.8% |
| All | +261.4% | +7,937.2% | -7,675.8% | -6.7% |
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