+838.1%
CLS vs ROL
+5.9%
+832.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -7.9% | -4.5% |
| 7D | +16.3% | +3.0% | +13.3% | +17.5% |
| 30D | -25.7% | +19.8% | -45.4% | -20.7% |
| 3M | -30.9% | +7.9% | -38.8% | -27.7% |
| 6M | -35.5% | -25.6% | -9.8% | -36.8% |
| YTD | -18.7% | -34.1% | +15.4% | -21.1% |
| 1Y | -17.9% | -31.4% | +13.5% | -19.6% |
| 3Y | +838.1% | +4.7% | +833.4% | +825.3% |
| All | +838.1% | +5.9% | +832.2% | +825.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling