+732.7%
CLS vs O
+37.3%
+695.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | 0.0% |
| 7D | -22.2% | +3.7% | -25.9% | -20.1% |
| 30D | -44.4% | +11.2% | -55.6% | -40.2% |
| 3M | -34.3% | -4.0% | -30.3% | -35.0% |
| 6M | -50.1% | -5.2% | -44.8% | -50.3% |
| YTD | -30.1% | +9.5% | -39.6% | -25.0% |
| 1Y | -39.3% | +10.6% | -49.9% | -34.6% |
| 3Y | +732.7% | +38.1% | +694.6% | +782.1% |
| All | +732.7% | +37.3% | +695.4% | +782.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling