+1,753.0%
CLS vs P
+697.8%
+1,055.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.3% | +1.6% | +5.2% |
| 7D | -10.6% | -9.6% | -0.9% | -6.4% |
| 30D | -38.4% | -33.4% | -5.0% | -26.8% |
| 3M | -29.9% | +14.2% | -44.1% | -34.3% |
| 6M | -40.6% | +31.6% | -72.2% | -47.9% |
| YTD | -24.6% | +53.5% | -78.1% | -38.0% |
| 1Y | -30.8% | +14.2% | -45.0% | -37.4% |
| 3Y | +811.7% | +190.5% | +621.2% | +483.2% |
| 5Y | +1,838.4% | +256.3% | +1,582.1% | +1,025.0% |
| All | +1,753.0% | +697.8% | +1,055.2% | +736.2% |
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