+2,491.1%
CLS vs UL
+516.1%
+1,975.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +8.9% |
| 7D | +2.8% | -1.7% | +4.5% | +3.3% |
| 30D | -30.1% | +4.5% | -34.6% | -31.7% |
| 3M | -21.7% | +5.5% | -27.2% | -24.1% |
| 6M | -36.2% | +17.0% | -53.2% | -40.9% |
| YTD | -17.8% | +3.2% | -21.0% | -20.7% |
| 1Y | -26.8% | -1.9% | -24.9% | -28.3% |
| 3Y | +853.4% | +33.6% | +819.8% | +701.2% |
| 5Y | +2,005.0% | +31.5% | +1,973.5% | +1,657.7% |
| 10Y | +1,929.4% | +103.9% | +1,825.5% | +1,291.0% |
| All | +2,491.1% | +516.1% | +1,975.0% | +1,106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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