+3,231.7%
CLS vs ROL
+4,237.6%
-1,005.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +4.6% | -1.4% | +6.0% | +5.2% |
| 30D | -13.9% | -4.1% | -9.8% | -12.5% |
| 3M | -26.6% | -22.5% | -4.1% | -19.3% |
| 6M | +15.4% | -37.7% | +53.1% | +38.3% |
| YTD | +5.7% | -39.6% | +45.2% | +27.9% |
| 1Y | +41.1% | -36.0% | +77.1% | +65.0% |
| 3Y | +1,228.6% | -5.1% | +1,233.7% | +1,150.6% |
| 5Y | +3,240.6% | -3.4% | +3,244.0% | +2,904.1% |
| 10Y | +2,760.3% | +215.2% | +2,545.1% | +1,239.5% |
| All | +3,231.7% | +4,237.6% | -1,005.8% | +228.5% |
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