+3,231.7%
CLS vs M
+69.0%
+3,162.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | +4.6% | +4.7% | -0.2% | +2.9% |
| 30D | -13.9% | -9.6% | -4.3% | -11.1% |
| 3M | -26.6% | +0.9% | -27.4% | -27.1% |
| 6M | +15.4% | +22.3% | -6.9% | +7.0% |
| YTD | +5.7% | +6.5% | -0.9% | +1.9% |
| 1Y | +41.1% | +38.8% | +2.3% | +23.9% |
| 3Y | +1,228.6% | +115.9% | +1,112.7% | +848.0% |
| 5Y | +3,240.6% | +28.6% | +3,212.0% | +2,452.9% |
| 10Y | +2,760.3% | -2.5% | +2,762.9% | +1,767.9% |
| All | +3,231.7% | +69.0% | +3,162.8% | +1,147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling