+2,944.0%
CLS vs O
+50.0%
+2,894.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.8% |
| 7D | +12.8% | -0.6% | +13.3% | +13.0% |
| 30D | +3.8% | -2.0% | +5.8% | +4.6% |
| 3M | -14.6% | +3.0% | -17.6% | -16.4% |
| 6M | +32.2% | -3.6% | +35.9% | +32.9% |
| YTD | +11.6% | +12.1% | -0.4% | +4.8% |
| 1Y | +35.1% | +8.9% | +26.2% | +28.0% |
| 3Y | +1,312.5% | +30.3% | +1,282.2% | +1,077.1% |
| 5Y | +3,542.1% | +13.7% | +3,528.3% | +3,147.8% |
| 10Y | +2,944.0% | +50.3% | +2,893.7% | +2,430.7% |
| All | +2,944.0% | +50.0% | +2,894.0% | +2,430.7% |
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