+3,231.7%
CLS vs O
+2,291.6%
+940.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +4.6% | -0.7% | +5.3% | +4.9% |
| 30D | -13.9% | -1.9% | -12.0% | -13.2% |
| 3M | -26.6% | +3.8% | -30.4% | -28.4% |
| 6M | +15.4% | -4.7% | +20.2% | +16.6% |
| YTD | +5.7% | +12.5% | -6.8% | -0.9% |
| 1Y | +41.1% | +10.8% | +30.3% | +32.8% |
| 3Y | +1,228.6% | +28.8% | +1,199.8% | +1,029.0% |
| 5Y | +3,240.6% | +13.2% | +3,227.4% | +2,903.0% |
| 10Y | +2,760.3% | +53.5% | +2,706.9% | +2,073.0% |
| All | +3,231.7% | +2,291.6% | +940.1% | +429.6% |
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