+2,944.0%
CLS vs SO
+156.9%
+2,787.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.4% |
| 7D | +12.8% | +1.0% | +11.8% | +12.6% |
| 30D | +3.8% | -3.2% | +7.0% | +4.5% |
| 3M | -14.6% | -1.7% | -12.9% | -14.7% |
| 6M | +32.2% | -7.2% | +39.4% | +33.6% |
| YTD | +11.6% | +4.6% | +7.1% | +9.6% |
| 1Y | +35.1% | +1.2% | +33.8% | +33.2% |
| 3Y | +1,312.5% | +45.3% | +1,267.3% | +1,085.4% |
| 5Y | +3,542.1% | +58.7% | +3,483.3% | +2,800.2% |
| 10Y | +2,944.0% | +155.9% | +2,788.1% | +2,208.0% |
| All | +2,944.0% | +156.9% | +2,787.1% | +2,208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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