+1,763.7%
CLS vs ROL
+13.1%
+1,750.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.3% |
| 7D | -22.2% | +9.5% | -31.7% | -21.4% |
| 30D | -44.4% | +22.9% | -67.3% | -43.3% |
| 3M | -34.3% | +3.5% | -37.8% | -33.4% |
| 6M | -50.1% | -29.4% | -20.7% | -49.5% |
| YTD | -30.1% | -36.1% | +6.0% | -28.9% |
| 1Y | -39.3% | -34.4% | -5.0% | -38.4% |
| 3Y | +732.7% | +4.0% | +728.7% | +690.3% |
| All | +1,763.7% | +13.1% | +1,750.6% | +1,570.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling