+3,542.1%
CLS vs SM
+111.2%
+3,430.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +4.8% |
| 7D | +12.8% | -0.2% | +12.9% | +12.8% |
| 30D | +3.8% | +31.5% | -27.7% | -3.2% |
| 3M | -14.6% | +17.3% | -32.0% | -19.1% |
| 6M | +32.2% | +48.5% | -16.3% | +15.3% |
| YTD | +11.6% | +106.3% | -94.6% | -12.4% |
| 1Y | +35.1% | +47.3% | -12.2% | +16.2% |
| 3Y | +1,312.5% | -1.4% | +1,314.0% | +1,211.0% |
| 5Y | +3,542.1% | +114.0% | +3,428.0% | +2,269.4% |
| All | +3,542.1% | +111.2% | +3,430.8% | +2,269.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling