+1,628.1%
CLS vs M
-4.2%
+1,632.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.7% |
| 7D | -22.2% | -4.3% | -17.9% | -21.4% |
| 30D | -44.4% | +1.3% | -45.6% | -44.8% |
| 3M | -34.3% | -7.4% | -26.9% | -33.5% |
| 6M | -50.1% | +18.3% | -68.4% | -52.8% |
| YTD | -30.1% | +7.6% | -37.7% | -32.6% |
| 1Y | -39.3% | +17.4% | -56.7% | -43.0% |
| 3Y | +732.7% | +108.4% | +624.4% | +547.9% |
| 5Y | +1,777.2% | -10.6% | +1,787.8% | +1,592.0% |
| All | +1,628.1% | -4.2% | +1,632.3% | +1,017.6% |
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