+2,012.3%
CLS vs SMR
-48.0%
+2,060.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +2.8% | +1.9% | +0.8% | +2.2% |
| 30D | -30.1% | -21.9% | -8.2% | -26.3% |
| 3M | -21.7% | -47.1% | +25.4% | -11.6% |
| 6M | -36.2% | -60.6% | +24.4% | -24.0% |
| YTD | -17.8% | -63.1% | +45.3% | -3.1% |
| 1Y | -26.8% | -80.4% | +53.6% | -3.1% |
| 3Y | +853.4% | +150.2% | +703.1% | +712.7% |
| All | +2,012.3% | -48.0% | +2,060.3% | +2,051.1% |
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