+3,231.7%
CLS vs SM
+618.6%
+2,613.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | -13.9% | +26.3% | -40.2% | -18.1% |
| 3M | -26.6% | +8.7% | -35.2% | -28.7% |
| 6M | +15.4% | +51.7% | -36.3% | +3.2% |
| YTD | +5.7% | +99.0% | -93.4% | -11.1% |
| 1Y | +41.1% | +34.6% | +6.5% | +27.6% |
| 3Y | +1,228.6% | -7.8% | +1,236.3% | +1,178.0% |
| 5Y | +3,240.6% | +104.8% | +3,135.9% | +2,516.5% |
| 10Y | +2,760.3% | +7.2% | +2,753.1% | +1,552.3% |
| All | +3,231.7% | +618.6% | +2,613.1% | +1,205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling