+3,541.9%
CLS vs EXE
+187.5%
+3,354.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +20.1% | -2.7% | +22.8% | +21.1% |
| 30D | +6.0% | -0.4% | +6.4% | +6.0% |
| 3M | -10.3% | +9.5% | -19.8% | -13.6% |
| 6M | +24.5% | -9.3% | +33.8% | +27.4% |
| YTD | +12.9% | -10.9% | +23.8% | +15.3% |
| 1Y | +36.7% | +4.3% | +32.4% | +30.9% |
| 3Y | +1,328.1% | +18.8% | +1,309.3% | +1,209.5% |
| 5Y | +3,682.3% | +101.4% | +3,580.9% | +2,743.1% |
| All | +3,541.9% | +187.5% | +3,354.4% | +2,268.1% |
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