+1,751.5%
CLS vs SM
+4.9%
+1,746.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.7% | +10.6% | +8.3% |
| 7D | -10.6% | -22.3% | +11.7% | -6.4% |
| 30D | -38.4% | -21.4% | -17.1% | -35.8% |
| 3M | -29.9% | +1.4% | -31.2% | -30.6% |
| 6M | -40.6% | +0.1% | -40.8% | -41.7% |
| YTD | -24.6% | +59.0% | -83.5% | -33.1% |
| 1Y | -30.8% | +64.3% | -95.1% | -39.1% |
| 3Y | +811.7% | -13.1% | +824.9% | +787.8% |
| 5Y | +1,838.4% | -13.9% | +1,852.3% | +1,719.5% |
| 10Y | +1,751.5% | +1.7% | +1,749.8% | +942.9% |
| All | +1,751.5% | +4.9% | +1,746.6% | +942.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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