+3,231.7%
CLS vs SO
+1,774.1%
+1,457.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | +4.6% | -0.2% | +4.7% | +4.6% |
| 30D | -13.9% | -4.6% | -9.3% | -13.1% |
| 3M | -26.6% | -3.0% | -23.5% | -26.4% |
| 6M | +15.4% | -8.3% | +23.7% | +16.9% |
| YTD | +5.7% | +3.5% | +2.1% | +4.2% |
| 1Y | +41.1% | -0.9% | +42.0% | +40.1% |
| 3Y | +1,228.6% | +45.4% | +1,183.2% | +1,069.9% |
| 5Y | +3,240.6% | +59.6% | +3,181.0% | +2,747.8% |
| 10Y | +2,760.3% | +156.6% | +2,603.7% | +2,087.6% |
| All | +3,231.7% | +1,774.1% | +1,457.6% | +3,052.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling