+732.7%
CLS vs S
+34.5%
+698.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -22.2% | -13.4% | -8.7% | -18.8% |
| 30D | -44.4% | -14.0% | -30.4% | -42.0% |
| 3M | -34.3% | +4.9% | -39.2% | -35.9% |
| 6M | -50.1% | +42.0% | -92.1% | -56.6% |
| YTD | -30.1% | +45.1% | -75.2% | -40.7% |
| 1Y | -39.3% | +33.1% | -72.4% | -47.0% |
| 3Y | +732.7% | +40.6% | +692.1% | +663.3% |
| All | +732.7% | +34.5% | +698.2% | +663.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling