+3,269.5%
CLS vs SO
+58.2%
+3,211.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.6% |
| 7D | +4.6% | -0.2% | +4.7% | +4.5% |
| 30D | -13.9% | -4.6% | -9.3% | -14.9% |
| 3M | -26.6% | -3.0% | -23.5% | -27.0% |
| 6M | +15.4% | -8.3% | +23.7% | +13.7% |
| YTD | +5.7% | +3.5% | +2.1% | +6.4% |
| 1Y | +41.1% | -0.9% | +42.0% | +41.2% |
| 3Y | +1,228.6% | +45.4% | +1,183.2% | +1,144.0% |
| All | +3,269.5% | +58.2% | +3,211.3% | +2,871.1% |
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 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