+732.7%
CLS vs EXC
+26.3%
+706.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | -0.7% |
| 7D | -22.2% | -1.2% | -21.0% | -22.5% |
| 30D | -44.4% | +10.0% | -54.3% | -40.8% |
| 3M | -34.3% | +1.6% | -35.9% | -33.2% |
| 6M | -50.1% | +3.3% | -53.3% | -48.4% |
| YTD | -30.1% | +7.6% | -37.6% | -25.7% |
| 1Y | -39.3% | +3.5% | -42.8% | -36.7% |
| 3Y | +732.7% | +27.7% | +705.1% | +920.3% |
| All | +732.7% | +26.3% | +706.4% | +920.3% |
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