+3,605.2%
CLS vs PL
+84.9%
+3,520.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +4.6% | -9.3% | +13.9% | +6.3% |
| 30D | -13.9% | -18.9% | +5.0% | -10.5% |
| 3M | -26.6% | -58.4% | +31.8% | -13.8% |
| 6M | +15.4% | -30.3% | +45.7% | +19.9% |
| YTD | +5.7% | -8.1% | +13.8% | +3.6% |
| 1Y | +41.1% | +180.5% | -139.4% | +8.4% |
| 3Y | +1,228.6% | +444.1% | +784.4% | +735.3% |
| 5Y | +3,240.6% | +83.0% | +3,157.6% | +2,182.3% |
| All | +3,605.2% | +84.9% | +3,520.3% | +2,414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling