+2,104.6%
CLS vs EXC
+1,104.1%
+1,000.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | -22.2% | -1.2% | -21.0% | -22.0% |
| 30D | -44.4% | +10.0% | -54.3% | -46.1% |
| 3M | -34.3% | +1.6% | -35.9% | -34.9% |
| 6M | -50.1% | +3.3% | -53.3% | -51.0% |
| YTD | -30.1% | +7.6% | -37.6% | -32.7% |
| 1Y | -39.3% | +3.5% | -42.8% | -40.9% |
| 3Y | +732.7% | +27.7% | +705.1% | +633.1% |
| 5Y | +1,777.2% | +41.1% | +1,736.1% | +1,481.7% |
| 10Y | +1,645.6% | +178.2% | +1,467.4% | +1,079.2% |
| All | +2,104.6% | +1,104.1% | +1,000.5% | +1,759.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling