+2,104.6%
CLS vs ROP
+4,394.0%
-2,289.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +2.1% |
| 7D | -22.2% | +2.1% | -24.3% | -23.5% |
| 30D | -44.4% | +32.9% | -77.3% | -53.8% |
| 3M | -34.3% | +20.3% | -54.6% | -42.6% |
| 6M | -50.1% | +36.8% | -86.8% | -60.5% |
| YTD | -30.1% | +8.1% | -38.2% | -38.2% |
| 1Y | -39.3% | +8.3% | -47.6% | -46.4% |
| 3Y | +732.7% | -3.2% | +736.0% | +676.3% |
| 5Y | +1,777.2% | +1.7% | +1,775.5% | +1,582.1% |
| 10Y | +1,645.6% | +199.2% | +1,446.4% | +679.7% |
| All | +2,104.6% | +4,394.0% | -2,289.4% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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