+4,765.3%
CLS vs OPEN
-70.7%
+4,836.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +4.6% | -4.3% | +8.8% | +5.0% |
| 30D | -13.9% | -16.2% | +2.3% | -12.3% |
| 3M | -26.6% | -36.4% | +9.8% | -23.3% |
| 6M | +15.4% | -35.5% | +50.9% | +20.1% |
| YTD | +5.7% | -46.0% | +51.6% | +11.3% |
| 1Y | +41.1% | -47.1% | +88.3% | +43.6% |
| 3Y | +1,228.6% | -19.0% | +1,247.6% | +1,048.5% |
| 5Y | +3,240.6% | -83.6% | +3,324.2% | +2,894.4% |
| All | +4,765.3% | -70.7% | +4,836.0% | +3,999.7% |
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