+2,751.0%
CLS vs PL
+40.9%
+2,710.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -5.3% |
| 7D | +16.3% | +10.0% | +6.2% | +13.9% |
| 30D | -25.7% | -2.3% | -23.4% | -25.2% |
| 3M | -30.9% | -44.2% | +13.3% | -22.5% |
| 6M | -35.5% | -66.1% | +30.6% | -21.4% |
| YTD | -18.7% | -30.0% | +11.3% | -15.8% |
| 1Y | -17.9% | +21.0% | -38.9% | -24.2% |
| 3Y | +838.1% | +516.5% | +321.6% | +490.4% |
| 5Y | +1,971.9% | +32.0% | +1,939.9% | +1,394.8% |
| All | +2,751.0% | +40.9% | +2,710.1% | +1,942.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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