+1,982.3%
CLS vs MKTX
+1,446.2%
+536.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | -13.9% | +1.1% | -15.0% | -14.1% |
| 3M | -26.6% | +36.1% | -62.7% | -31.7% |
| 6M | +15.4% | -12.9% | +28.3% | +17.4% |
| YTD | +5.7% | -8.5% | +14.2% | +6.0% |
| 1Y | +41.1% | -7.5% | +48.7% | +40.7% |
| 3Y | +1,228.6% | -28.3% | +1,256.9% | +1,243.9% |
| 5Y | +3,240.6% | -63.3% | +3,303.9% | +3,779.4% |
| 10Y | +2,760.3% | +4.5% | +2,755.8% | +2,345.8% |
| All | +1,982.3% | +1,446.2% | +536.1% | +699.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling