+1,753.0%
CLS vs O
+78.2%
+1,674.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.1% | +7.6% |
| 7D | -10.6% | +3.3% | -13.9% | -11.8% |
| 30D | -38.4% | +10.3% | -48.8% | -41.1% |
| 3M | -29.9% | -3.5% | -26.4% | -29.2% |
| 6M | -40.6% | -1.3% | -39.4% | -41.3% |
| YTD | -24.6% | +10.3% | -34.9% | -29.2% |
| 1Y | -30.8% | +10.4% | -41.2% | -35.2% |
| 3Y | +811.7% | +40.0% | +771.7% | +622.3% |
| 5Y | +1,838.4% | +12.4% | +1,826.1% | +1,622.8% |
| All | +1,753.0% | +78.2% | +1,674.8% | +1,360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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