+1,980.9%
CLS vs S
-71.1%
+2,052.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +16.3% | +2.0% | +14.3% | +15.7% |
| 30D | -25.7% | -2.7% | -22.9% | -25.3% |
| 3M | -30.9% | -6.9% | -24.0% | -30.3% |
| 6M | -35.5% | +38.1% | -73.5% | -41.2% |
| YTD | -18.7% | +48.0% | -66.7% | -28.1% |
| 1Y | -17.9% | +34.5% | -52.4% | -25.9% |
| 3Y | +838.1% | +38.3% | +799.8% | +743.1% |
| All | +1,980.9% | -71.1% | +2,052.0% | +2,071.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling