+3,231.7%
CLS vs EXC
+1,051.8%
+2,179.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | -13.9% | -3.7% | -10.2% | -12.9% |
| 3M | -26.6% | -1.3% | -25.3% | -26.7% |
| 6M | +15.4% | -9.7% | +25.1% | +17.9% |
| YTD | +5.7% | +2.9% | +2.8% | +3.5% |
| 1Y | +41.1% | +4.4% | +36.7% | +37.3% |
| 3Y | +1,228.6% | +22.2% | +1,206.4% | +1,088.4% |
| 5Y | +3,240.6% | +46.7% | +3,193.9% | +2,683.0% |
| 10Y | +2,760.3% | +155.3% | +2,605.0% | +1,886.8% |
| All | +3,231.7% | +1,051.8% | +2,179.9% | +2,760.0% |
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