+1,767.8%
CLS vs PL
+11.6%
+1,756.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -10.1% | -2.9% | -10.9% |
| 7D | -27.3% | -20.5% | -6.7% | -23.5% |
| 30D | -47.0% | -38.8% | -8.3% | -41.3% |
| 3M | -43.3% | -49.1% | +5.8% | -35.1% |
| 6M | -50.8% | -69.4% | +18.6% | -38.6% |
| YTD | -30.4% | -42.3% | +11.9% | -24.9% |
| 1Y | -41.7% | -14.2% | -27.5% | -42.1% |
| 3Y | +701.4% | +398.7% | +302.7% | +427.4% |
| 5Y | +1,767.8% | +11.1% | +1,756.6% | +1,283.6% |
| All | +1,767.8% | +11.6% | +1,756.2% | +1,283.6% |
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