+1,628.1%
CLS vs P
+713.7%
+914.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -1.0% |
| 7D | -22.2% | -23.8% | +1.6% | -12.6% |
| 30D | -44.4% | -36.6% | -7.8% | -32.5% |
| 3M | -34.3% | +10.9% | -45.2% | -37.7% |
| 6M | -50.1% | +30.0% | -80.0% | -56.0% |
| YTD | -30.1% | +44.4% | -74.5% | -41.1% |
| 1Y | -39.3% | +3.9% | -43.3% | -43.0% |
| 3Y | +732.7% | +176.6% | +556.1% | +444.7% |
| 5Y | +1,777.2% | +249.3% | +1,527.9% | +1,005.1% |
| All | +1,628.1% | +713.7% | +914.4% | +690.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling