+2,944.0%
CLS vs EXC
+154.0%
+2,790.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.4% |
| 7D | +12.8% | +1.2% | +11.5% | +12.4% |
| 30D | +3.8% | -2.7% | +6.5% | +4.7% |
| 3M | -14.6% | -1.0% | -13.7% | -14.8% |
| 6M | +32.2% | -9.3% | +41.5% | +35.2% |
| YTD | +11.6% | +3.6% | +8.0% | +8.7% |
| 1Y | +35.1% | +5.9% | +29.1% | +30.1% |
| 3Y | +1,312.5% | +21.3% | +1,291.3% | +1,134.5% |
| 5Y | +3,542.1% | +46.2% | +3,495.9% | +2,726.4% |
| 10Y | +2,944.0% | +151.5% | +2,792.5% | +1,948.7% |
| All | +2,944.0% | +154.0% | +2,790.0% | +1,948.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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