+2,523.8%
CLS vs EXE
+165.2%
+2,358.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.7% |
| 7D | +16.3% | +5.3% | +11.0% | +14.4% |
| 30D | -25.7% | -2.2% | -23.5% | -25.1% |
| 3M | -30.9% | -5.9% | -25.0% | -29.7% |
| 6M | -35.5% | -5.7% | -29.8% | -35.0% |
| YTD | -18.7% | -17.8% | -0.9% | -14.9% |
| 1Y | -17.9% | -23.1% | +5.2% | -11.8% |
| 3Y | +838.1% | +21.2% | +816.9% | +753.8% |
| 5Y | +1,971.9% | +78.8% | +1,893.1% | +1,522.7% |
| All | +2,523.8% | +165.2% | +2,358.6% | +1,648.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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