+2,089.9%
CLS vs U
-72.6%
+2,162.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.4% |
| 7D | +23.5% | +2.8% | +20.7% | +22.8% |
| 30D | -28.9% | +7.6% | -36.5% | -30.5% |
| 3M | -25.2% | +12.7% | -37.9% | -27.7% |
| 6M | -32.1% | +87.0% | -119.1% | -41.5% |
| YTD | -14.1% | +13.6% | -27.7% | -20.0% |
| 1Y | -24.1% | +25.3% | -49.4% | -30.5% |
| 3Y | +897.0% | +85.8% | +811.2% | +700.3% |
| 5Y | +2,089.9% | -74.5% | +2,164.4% | +2,104.6% |
| All | +2,089.9% | -72.6% | +2,162.5% | +2,104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling