+3,269.5%
CLS vs M
+27.3%
+3,242.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.1% |
| 7D | +4.6% | +4.7% | -0.2% | +3.2% |
| 30D | -13.9% | -9.6% | -4.3% | -11.6% |
| 3M | -26.6% | +0.9% | -27.4% | -26.9% |
| 6M | +15.4% | +22.3% | -6.9% | +8.5% |
| YTD | +5.7% | +6.5% | -0.9% | +2.5% |
| 1Y | +41.1% | +38.8% | +2.3% | +26.8% |
| 3Y | +1,228.6% | +115.9% | +1,112.7% | +912.6% |
| All | +3,269.5% | +27.3% | +3,242.2% | +2,595.2% |
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