+1,475.8%
CLS vs P
+449.6%
+1,026.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -16.4% | +3.4% | -6.6% |
| 7D | -27.3% | -31.9% | +4.6% | -15.4% |
| 30D | -47.0% | -36.5% | -10.5% | -36.7% |
| 3M | -43.3% | +11.6% | -54.9% | -46.2% |
| 6M | -50.8% | +25.2% | -76.0% | -55.4% |
| YTD | -30.4% | +39.4% | -69.9% | -39.5% |
| 1Y | -41.7% | -3.7% | -38.0% | -43.1% |
| 3Y | +701.4% | +167.3% | +534.1% | +457.6% |
| 5Y | +1,767.8% | +237.3% | +1,530.4% | +1,086.7% |
| 10Y | +1,636.8% | +698.6% | +938.2% | +777.3% |
| All | +1,475.8% | +449.6% | +1,026.1% | +696.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling