+838.1%
CLS vs SO
+52.7%
+785.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -4.4% |
| 7D | +16.3% | +1.4% | +14.9% | +17.6% |
| 30D | -25.7% | +4.7% | -30.4% | -22.3% |
| 3M | -30.9% | +1.7% | -32.6% | -29.5% |
| 6M | -35.5% | +2.2% | -37.6% | -33.3% |
| YTD | -18.7% | +10.0% | -28.7% | -10.2% |
| 1Y | -17.9% | +6.0% | -23.9% | -11.9% |
| 3Y | +838.1% | +54.1% | +784.0% | +1,117.1% |
| All | +838.1% | +52.7% | +785.4% | +1,117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling