+3,231.7%
CLS vs ROP
+3,730.7%
-499.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +2.9% |
| 7D | +4.6% | -4.4% | +9.0% | +7.4% |
| 30D | -13.9% | +3.2% | -17.1% | -15.8% |
| 3M | -26.6% | +23.1% | -49.6% | -36.6% |
| 6M | +15.4% | +13.3% | +2.1% | +3.5% |
| YTD | +5.7% | -7.9% | +13.5% | +5.1% |
| 1Y | +41.1% | -22.1% | +63.2% | +54.0% |
| 3Y | +1,228.6% | -16.8% | +1,245.4% | +1,288.7% |
| 5Y | +3,240.6% | -13.5% | +3,254.2% | +3,272.4% |
| 10Y | +2,760.3% | +137.7% | +2,622.7% | +1,399.6% |
| All | +3,231.7% | +3,730.7% | -499.0% | +288.0% |
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