+2,029.3%
CLS vs RF
+219.4%
+1,809.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.0% | +4.8% |
| 7D | +23.5% | +0.4% | +23.2% | +23.4% |
| 30D | -28.9% | +5.6% | -34.5% | -31.0% |
| 3M | -25.2% | -8.9% | -16.3% | -22.0% |
| 6M | -32.1% | +7.1% | -39.2% | -35.2% |
| YTD | -14.1% | +8.3% | -22.4% | -19.1% |
| 1Y | -24.1% | +16.8% | -40.9% | -31.2% |
| 3Y | +897.0% | +115.0% | +782.0% | +550.0% |
| 5Y | +2,089.9% | +46.4% | +2,043.5% | +1,580.7% |
| All | +2,029.3% | +219.4% | +1,809.9% | +982.8% |
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