+2,800.9%
CLS vs SMR
+7.6%
+2,793.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.8% |
| 7D | +20.1% | +13.1% | +7.0% | +17.0% |
| 30D | +6.0% | +17.8% | -11.7% | +2.1% |
| 3M | -10.3% | +8.1% | -18.4% | -12.5% |
| 6M | +24.5% | -11.1% | +35.6% | +25.0% |
| YTD | +12.9% | -23.7% | +36.6% | +15.2% |
| 1Y | +36.7% | -69.4% | +106.1% | +61.6% |
| 3Y | +1,328.1% | +82.6% | +1,245.5% | +1,093.7% |
| All | +2,800.9% | +7.6% | +2,793.3% | +2,458.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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