+2,277.8%
CLS vs O
+2,246.0%
+31.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.1% | +7.5% |
| 7D | -10.6% | +3.3% | -13.9% | -11.9% |
| 30D | -38.4% | +10.3% | -48.8% | -41.2% |
| 3M | -29.9% | -3.5% | -26.4% | -29.3% |
| 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% | -35.1% |
| 3Y | +811.7% | +40.0% | +771.7% | +640.9% |
| 5Y | +1,838.4% | +12.4% | +1,826.1% | +1,636.2% |
| 10Y | +1,751.5% | +78.2% | +1,673.3% | +1,216.8% |
| All | +2,277.8% | +2,246.0% | +31.8% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling