+3,136.1%
CLS vs S
-51.5%
+3,187.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.3% | +10.8% | +5.9% |
| 7D | +23.5% | +4.1% | +19.5% | +22.5% |
| 30D | -28.9% | -7.2% | -21.8% | -27.8% |
| 3M | -25.2% | 0.0% | -25.1% | -25.7% |
| 6M | -32.1% | +41.6% | -73.7% | -38.0% |
| YTD | -14.1% | +48.6% | -62.7% | -23.3% |
| 1Y | -24.1% | +30.0% | -54.1% | -30.3% |
| 3Y | +897.0% | +42.2% | +854.8% | +801.4% |
| 5Y | +2,089.9% | -70.8% | +2,160.7% | +2,079.1% |
| All | +3,136.1% | -51.5% | +3,187.6% | +3,373.2% |
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