+2,739.7%
CLS vs S
-48.9%
+2,788.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.0% | -0.2% | +6.2% |
| 7D | -10.6% | +1.6% | -12.1% | -10.7% |
| 30D | -38.4% | -10.5% | -28.0% | -37.1% |
| 3M | -29.9% | +9.9% | -39.8% | -31.7% |
| 6M | -40.6% | +41.8% | -82.4% | -45.7% |
| YTD | -24.6% | +56.8% | -81.4% | -33.4% |
| 1Y | -30.8% | +39.0% | -69.8% | -37.3% |
| 3Y | +811.7% | +53.8% | +757.9% | +712.7% |
| 5Y | +1,838.4% | -68.6% | +1,907.0% | +1,807.5% |
| All | +2,739.7% | -48.9% | +2,788.6% | +2,916.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling