+3,119.3%
CLS vs OPEN
-87.0%
+3,206.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -21.8% | +22.3% | +2.7% |
| 7D | -22.2% | -22.2% | +0.1% | -20.5% |
| 30D | -44.4% | -38.3% | -6.1% | -42.0% |
| 3M | -34.3% | -59.4% | +25.1% | -28.6% |
| 6M | -50.1% | -74.4% | +24.3% | -43.3% |
| YTD | -30.1% | -76.0% | +45.9% | -20.6% |
| 1Y | -39.3% | -78.7% | +39.3% | -30.4% |
| 3Y | +732.7% | -30.0% | +762.7% | +625.3% |
| 5Y | +1,777.2% | -93.7% | +1,870.9% | +1,740.7% |
| All | +3,119.3% | -87.0% | +3,206.3% | +2,823.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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