+2,029.3%
CLS vs EXC
+201.2%
+1,828.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +4.6% |
| 7D | +23.5% | -1.9% | +25.5% | +24.2% |
| 30D | -28.9% | +7.8% | -36.7% | -30.8% |
| 3M | -25.2% | +1.9% | -27.0% | -25.9% |
| 6M | -32.1% | +3.4% | -35.5% | -33.5% |
| YTD | -14.1% | +7.6% | -21.6% | -17.7% |
| 1Y | -24.1% | +2.1% | -26.2% | -25.9% |
| 3Y | +897.0% | +29.6% | +867.4% | +743.6% |
| 5Y | +2,089.9% | +39.5% | +2,050.4% | +1,639.9% |
| All | +2,029.3% | +201.2% | +1,828.1% | +1,246.7% |
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