+3,269.5%
CLS vs ROL
-3.8%
+3,273.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +4.6% | -1.4% | +6.0% | +4.5% |
| 30D | -13.9% | -4.1% | -9.8% | -13.9% |
| 3M | -26.6% | -22.5% | -4.1% | -26.8% |
| 6M | +15.4% | -37.7% | +53.1% | +16.1% |
| YTD | +5.7% | -39.6% | +45.2% | +6.7% |
| 1Y | +41.1% | -36.0% | +77.1% | +42.2% |
| 3Y | +1,228.6% | -5.1% | +1,233.7% | +1,156.6% |
| All | +3,269.5% | -3.8% | +3,273.2% | +2,930.6% |
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