+2,288.2%
CLS vs M
+85.4%
+2,202.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -13.9% | +5.0% | -18.9% | -15.4% |
| 30D | -38.2% | +10.6% | -48.8% | -40.5% |
| 3M | -28.8% | +1.6% | -30.4% | -29.9% |
| 6M | -40.4% | +30.8% | -71.2% | -46.5% |
| YTD | -24.3% | +16.9% | -41.2% | -29.8% |
| 1Y | -35.0% | +26.3% | -61.3% | -41.5% |
| 3Y | +778.7% | +158.6% | +620.1% | +487.8% |
| 5Y | +1,884.8% | +2.1% | +1,882.8% | +1,552.0% |
| 10Y | +1,761.1% | -4.3% | +1,765.4% | +1,125.9% |
| All | +2,288.2% | +85.4% | +2,202.7% | +760.1% |
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