+2,257.4%
CLS vs RUN
-31.9%
+2,289.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | -13.9% | -15.3% | +1.4% | -12.1% |
| 3M | -26.6% | -40.0% | +13.4% | -21.6% |
| 6M | +15.4% | -27.0% | +42.4% | +19.7% |
| YTD | +5.7% | -51.7% | +57.3% | +13.5% |
| 1Y | +41.1% | -45.9% | +87.0% | +49.4% |
| 3Y | +1,228.6% | -43.8% | +1,272.4% | +1,118.5% |
| 5Y | +3,240.6% | -80.5% | +3,321.1% | +3,205.3% |
| 10Y | +2,760.3% | +45.3% | +2,715.1% | +2,002.9% |
| All | +2,257.4% | -31.9% | +2,289.3% | +1,631.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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