+2,099.8%
CLS vs MKTX
+1,445.7%
+654.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.7% | +5.6% |
| 7D | +12.8% | +0.4% | +12.4% | +12.7% |
| 30D | +3.8% | +1.0% | +2.8% | +3.6% |
| 3M | -14.6% | +41.3% | -55.9% | -21.2% |
| 6M | +32.2% | -11.3% | +43.6% | +34.1% |
| YTD | +11.6% | -8.6% | +20.2% | +12.0% |
| 1Y | +35.1% | -11.1% | +46.1% | +35.8% |
| 3Y | +1,312.5% | -24.5% | +1,337.0% | +1,311.3% |
| 5Y | +3,542.1% | -61.4% | +3,603.5% | +4,079.8% |
| 10Y | +2,944.0% | +6.8% | +2,937.2% | +2,489.0% |
| All | +2,099.8% | +1,445.7% | +654.1% | +744.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MKTX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling