+3,231.7%
CLS vs RF
+136.1%
+3,095.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.6% | +1.3% | +3.3% | +4.2% |
| 30D | -13.9% | -3.6% | -10.3% | -12.9% |
| 3M | -26.6% | +8.1% | -34.7% | -28.4% |
| 6M | +15.4% | +11.5% | +3.9% | +11.4% |
| YTD | +5.7% | +15.6% | -9.9% | +0.5% |
| 1Y | +41.1% | +15.7% | +25.4% | +33.8% |
| 3Y | +1,228.6% | +86.9% | +1,141.7% | +988.0% |
| 5Y | +3,240.6% | +89.8% | +3,150.8% | +2,601.6% |
| 10Y | +2,760.3% | +344.7% | +2,415.7% | +1,692.3% |
| All | +3,231.7% | +136.1% | +3,095.6% | +1,775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling