+2,755.1%
CLS vs RF
+343.3%
+2,411.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.6% | +1.3% | +3.3% | +3.9% |
| 30D | -13.9% | -3.6% | -10.3% | -12.2% |
| 3M | -26.6% | +8.1% | -34.7% | -29.7% |
| 6M | +15.4% | +11.5% | +3.9% | +8.6% |
| YTD | +5.7% | +15.6% | -9.9% | -3.2% |
| 1Y | +41.1% | +15.7% | +25.4% | +28.6% |
| 3Y | +1,228.6% | +86.9% | +1,141.7% | +833.8% |
| 5Y | +3,240.6% | +89.8% | +3,150.8% | +2,165.2% |
| All | +2,755.1% | +343.3% | +2,411.8% | +1,197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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