+1,483.8%
CLS vs P
+469.1%
+1,014.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.9% |
| 7D | -22.2% | -23.8% | +1.6% | -13.3% |
| 30D | -44.4% | -36.6% | -7.8% | -33.4% |
| 3M | -34.3% | +10.9% | -45.2% | -37.4% |
| 6M | -50.1% | +30.0% | -80.0% | -55.4% |
| YTD | -30.1% | +44.4% | -74.5% | -40.0% |
| 1Y | -39.3% | +3.9% | -43.3% | -42.5% |
| 3Y | +732.7% | +176.6% | +556.1% | +471.5% |
| 5Y | +1,777.2% | +249.3% | +1,527.9% | +1,076.3% |
| 10Y | +1,645.6% | +726.9% | +918.7% | +769.7% |
| All | +1,483.8% | +469.1% | +1,014.6% | +689.3% |
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