+1,628.1%
CLS vs SO
+177.2%
+1,450.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -22.2% | -1.5% | -20.7% | -22.0% |
| 30D | -44.4% | +8.1% | -52.5% | -45.3% |
| 3M | -34.3% | +0.2% | -34.5% | -34.4% |
| 6M | -50.1% | +0.4% | -50.5% | -50.4% |
| YTD | -30.1% | +8.5% | -38.6% | -32.0% |
| 1Y | -39.3% | +4.9% | -44.3% | -40.6% |
| 3Y | +732.7% | +47.9% | +684.8% | +597.2% |
| 5Y | +1,777.2% | +75.7% | +1,701.5% | +1,334.7% |
| All | +1,628.1% | +177.2% | +1,450.9% | +1,195.3% |
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