+2,293.5%
CLS vs P
+485.4%
+1,808.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | +4.6% | +6.5% | -2.0% | +2.3% |
| 30D | -13.9% | +18.8% | -32.7% | -20.4% |
| 3M | -26.6% | +26.7% | -53.3% | -33.5% |
| 6M | +15.4% | +62.2% | -46.8% | -4.7% |
| YTD | +5.7% | +48.5% | -42.8% | -10.5% |
| 1Y | +41.1% | +26.4% | +14.7% | +24.8% |
| 3Y | +1,228.6% | +159.4% | +1,069.2% | +824.9% |
| 5Y | +3,240.6% | +275.8% | +2,964.8% | +1,946.5% |
| 10Y | +2,760.3% | +732.0% | +2,028.3% | +1,308.6% |
| All | +2,293.5% | +485.4% | +1,808.1% | +1,078.6% |
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