+1,763.7%
CLS vs SO
+75.0%
+1,688.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.2% |
| 7D | -22.2% | -1.5% | -20.7% | -22.5% |
| 30D | -44.4% | +8.1% | -52.5% | -43.1% |
| 3M | -34.3% | +0.2% | -34.5% | -34.1% |
| 6M | -50.1% | +0.4% | -50.5% | -49.7% |
| YTD | -30.1% | +8.5% | -38.6% | -28.5% |
| 1Y | -39.3% | +4.9% | -44.3% | -38.3% |
| 3Y | +732.7% | +47.9% | +684.8% | +701.2% |
| All | +1,763.7% | +75.0% | +1,688.6% | +1,568.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling