+2,333.6%
CLS vs EXE
+155.8%
+2,177.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.6% | +6.2% | +7.3% |
| 7D | -10.6% | -3.9% | -6.6% | -9.2% |
| 30D | -38.4% | -2.6% | -35.9% | -37.9% |
| 3M | -29.9% | -6.9% | -23.0% | -28.5% |
| 6M | -40.6% | -9.3% | -31.3% | -39.4% |
| YTD | -24.6% | -20.7% | -3.9% | -20.1% |
| 1Y | -30.8% | -21.8% | -9.0% | -26.3% |
| 3Y | +811.7% | +16.2% | +795.5% | +740.8% |
| 5Y | +1,838.4% | +61.1% | +1,777.3% | +1,467.8% |
| All | +2,333.6% | +155.8% | +2,177.8% | +1,540.5% |
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