+2,769.3%
CLS vs SMR
+11.2%
+2,758.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +15.3% | -9.6% | +2.4% |
| 7D | +12.8% | +21.4% | -8.6% | +8.2% |
| 30D | +3.8% | +13.8% | -10.0% | +0.6% |
| 3M | -14.6% | +3.9% | -18.5% | -16.1% |
| 6M | +32.2% | -4.2% | +36.4% | +30.9% |
| YTD | +11.6% | -21.1% | +32.7% | +13.2% |
| 1Y | +35.1% | -67.1% | +102.1% | +57.5% |
| 3Y | +1,312.5% | +88.9% | +1,223.7% | +1,072.7% |
| All | +2,769.3% | +11.2% | +2,758.1% | +2,413.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling