+2,029.3%
CLS vs O
+82.2%
+1,947.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +23.5% | -0.4% | +23.9% | +23.7% |
| 30D | -28.9% | +8.3% | -37.2% | -31.5% |
| 3M | -25.2% | -4.0% | -21.2% | -24.4% |
| 6M | -32.1% | -2.6% | -29.5% | -32.4% |
| YTD | -14.1% | +9.9% | -24.0% | -19.2% |
| 1Y | -24.1% | +9.8% | -33.9% | -28.7% |
| 3Y | +897.0% | +39.7% | +857.2% | +689.8% |
| 5Y | +2,089.9% | +9.2% | +2,080.8% | +1,874.7% |
| All | +2,029.3% | +82.2% | +1,947.1% | +1,593.0% |
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