+3,154.0%
CLS vs MKTX
+5.0%
+3,148.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.6% | +6.6% |
| 7D | +10.9% | -0.2% | +11.2% | +11.0% |
| 30D | +2.1% | +0.7% | +1.4% | +2.0% |
| 3M | -10.2% | +40.8% | -51.0% | -13.9% |
| 6M | +30.4% | -8.0% | +38.4% | +31.0% |
| YTD | +17.2% | -8.7% | +26.0% | +17.6% |
| 1Y | +41.0% | -11.8% | +52.9% | +41.9% |
| 3Y | +1,338.0% | -24.0% | +1,362.0% | +1,324.5% |
| 5Y | +3,860.6% | -60.3% | +3,920.9% | +4,310.4% |
| All | +3,154.0% | +5.0% | +3,148.9% | +2,699.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling