+1,767.8%
CLS vs RF
+42.4%
+1,725.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.1% | -10.9% | -12.0% |
| 7D | -27.3% | -1.6% | -25.6% | -26.7% |
| 30D | -47.0% | +5.0% | -52.1% | -48.5% |
| 3M | -43.3% | -10.0% | -33.3% | -40.5% |
| 6M | -50.8% | +3.3% | -54.1% | -52.1% |
| YTD | -30.4% | +7.9% | -38.4% | -34.5% |
| 1Y | -41.7% | +21.2% | -62.9% | -48.4% |
| 3Y | +701.4% | +105.8% | +595.6% | +432.4% |
| 5Y | +1,767.8% | +43.7% | +1,724.0% | +1,333.7% |
| All | +1,767.8% | +42.4% | +1,725.3% | +1,333.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling