+732.7%
CLS vs SO
+45.4%
+687.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | -0.4% |
| 7D | -22.2% | -1.5% | -20.7% | -23.1% |
| 30D | -44.4% | +8.1% | -52.5% | -40.4% |
| 3M | -34.3% | +0.2% | -34.5% | -33.8% |
| 6M | -50.1% | +0.4% | -50.5% | -49.1% |
| YTD | -30.1% | +8.5% | -38.6% | -23.7% |
| 1Y | -39.3% | +4.9% | -44.3% | -35.5% |
| 3Y | +732.7% | +47.9% | +684.8% | +932.3% |
| All | +732.7% | +45.4% | +687.3% | +932.3% |
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 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