+1,763.7%
CLS vs PL
+20.8%
+1,742.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -1.7% |
| 7D | -22.2% | -6.8% | -15.3% | -20.9% |
| 30D | -44.4% | -29.3% | -15.1% | -40.2% |
| 3M | -34.3% | -44.8% | +10.5% | -26.1% |
| 6M | -50.1% | -68.4% | +18.3% | -38.3% |
| YTD | -30.1% | -36.4% | +6.3% | -26.1% |
| 1Y | -39.3% | +0.7% | -40.1% | -41.8% |
| 3Y | +732.7% | +455.3% | +277.4% | +435.5% |
| All | +1,763.7% | +20.8% | +1,742.9% | +1,254.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling