+1,994.1%
CLS vs M
-2.0%
+1,996.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.9% | +9.4% | +8.7% |
| 7D | +2.8% | -3.3% | +6.1% | +3.8% |
| 30D | -30.1% | +8.1% | -38.2% | -31.8% |
| 3M | -21.7% | +2.2% | -23.9% | -22.8% |
| 6M | -36.2% | +35.1% | -71.4% | -42.2% |
| YTD | -17.8% | +15.8% | -33.7% | -22.6% |
| 1Y | -26.8% | +25.8% | -52.6% | -32.9% |
| 3Y | +853.4% | +156.2% | +697.1% | +587.5% |
| All | +1,994.1% | -2.0% | +1,996.2% | +1,670.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling