+891.5%
CLS vs EXC
+30.1%
+861.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +4.6% |
| 7D | +23.5% | -1.9% | +25.5% | +22.0% |
| 30D | -28.9% | +7.8% | -36.7% | -25.2% |
| 3M | -25.2% | +1.9% | -27.0% | -23.8% |
| 6M | -32.1% | +3.4% | -35.5% | -29.8% |
| YTD | -14.1% | +7.6% | -21.6% | -8.6% |
| 1Y | -24.1% | +2.1% | -26.2% | -21.4% |
| All | +891.5% | +30.1% | +861.4% | +1,091.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling