+2,104.6%
CLS vs SM
+490.1%
+1,614.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -22.2% | -25.9% | +3.7% | -17.3% |
| 30D | -44.4% | -15.1% | -29.3% | -42.6% |
| 3M | -34.3% | +4.9% | -39.2% | -35.5% |
| 6M | -50.1% | +6.1% | -56.2% | -51.6% |
| YTD | -30.1% | +63.4% | -93.5% | -39.1% |
| 1Y | -39.3% | +72.5% | -111.8% | -47.9% |
| 3Y | +732.7% | -16.9% | +749.6% | +715.7% |
| 5Y | +1,777.2% | -10.6% | +1,787.9% | +1,629.9% |
| 10Y | +1,645.6% | +11.3% | +1,634.3% | +897.5% |
| All | +2,104.6% | +490.1% | +1,614.5% | +794.7% |
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