+1,884.8%
CLS vs P
+256.4%
+1,628.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.9% |
| 7D | -13.9% | -13.3% | -0.5% | -7.1% |
| 30D | -38.2% | -34.0% | -4.2% | -23.5% |
| 3M | -28.8% | +4.1% | -32.9% | -31.2% |
| 6M | -40.4% | +30.5% | -70.9% | -49.5% |
| YTD | -24.3% | +52.2% | -76.4% | -41.0% |
| 1Y | -35.0% | +10.3% | -45.3% | -42.4% |
| 3Y | +778.7% | +180.9% | +597.8% | +403.6% |
| 5Y | +1,884.8% | +259.7% | +1,625.1% | +919.2% |
| All | +1,884.8% | +256.4% | +1,628.4% | +919.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling