+1,751.5%
CLS vs SO
+184.0%
+1,567.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.3% | +6.5% | +7.6% |
| 7D | -10.6% | -1.1% | -9.5% | -10.4% |
| 30D | -38.4% | +8.6% | -47.0% | -39.5% |
| 3M | -29.9% | +1.8% | -31.6% | -30.2% |
| 6M | -40.6% | +3.6% | -44.3% | -41.5% |
| YTD | -24.6% | +9.9% | -34.5% | -26.8% |
| 1Y | -30.8% | +5.7% | -36.5% | -32.2% |
| 3Y | +811.7% | +52.5% | +759.2% | +656.0% |
| 5Y | +1,838.4% | +77.3% | +1,761.1% | +1,380.2% |
| 10Y | +1,751.5% | +186.8% | +1,564.7% | +1,272.1% |
| All | +1,751.5% | +184.0% | +1,567.5% | +1,272.1% |
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