+1,751.5%
CLS vs M
+3.7%
+1,747.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.1% | -0.2% | +5.8% |
| 7D | -10.6% | +2.5% | -13.1% | -11.2% |
| 30D | -38.4% | +10.1% | -48.5% | -40.2% |
| 3M | -29.9% | -0.9% | -28.9% | -30.2% |
| 6M | -40.6% | +30.2% | -70.8% | -45.3% |
| YTD | -24.6% | +16.3% | -40.9% | -28.7% |
| 1Y | -30.8% | +27.0% | -57.8% | -36.2% |
| 3Y | +811.7% | +154.5% | +657.3% | +575.7% |
| 5Y | +1,838.4% | -1.1% | +1,839.5% | +1,604.0% |
| 10Y | +1,751.5% | +0.5% | +1,751.0% | +1,067.3% |
| All | +1,751.5% | +3.7% | +1,747.8% | +1,067.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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