+2,104.6%
CLS vs ROL
+4,490.4%
-2,385.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | -22.2% | +9.5% | -31.7% | -25.2% |
| 30D | -44.4% | +22.9% | -67.3% | -49.5% |
| 3M | -34.3% | +3.5% | -37.8% | -36.4% |
| 6M | -50.1% | -29.4% | -20.7% | -44.1% |
| YTD | -30.1% | -36.1% | +6.0% | -18.7% |
| 1Y | -39.3% | -34.4% | -5.0% | -30.3% |
| 3Y | +732.7% | +4.0% | +728.7% | +646.7% |
| 5Y | +1,777.2% | +13.2% | +1,764.0% | +1,453.3% |
| 10Y | +1,645.6% | +219.7% | +1,425.9% | +703.9% |
| All | +2,104.6% | +4,490.4% | -2,385.8% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling