+3,063.0%
CLS vs U
-33.8%
+3,096.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.4% | +9.9% | +8.7% |
| 7D | +2.8% | +16.9% | -14.2% | -0.8% |
| 30D | -30.1% | +6.4% | -36.5% | -31.4% |
| 3M | -21.7% | +13.2% | -34.9% | -24.2% |
| 6M | -36.2% | +84.8% | -121.0% | -44.2% |
| YTD | -17.8% | +12.4% | -30.2% | -22.9% |
| 1Y | -26.8% | +19.8% | -46.6% | -31.9% |
| 3Y | +853.4% | +83.8% | +769.6% | +684.2% |
| 5Y | +2,005.0% | -72.7% | +2,077.8% | +1,862.6% |
| All | +3,063.0% | -33.8% | +3,096.8% | +2,615.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling