+1,763.7%
CLS vs USB
+21.6%
+1,742.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -22.2% | 0.0% | -22.2% | -22.2% |
| 30D | -44.4% | +5.8% | -50.2% | -46.1% |
| 3M | -34.3% | -6.0% | -28.3% | -32.6% |
| 6M | -50.1% | +7.8% | -57.8% | -52.4% |
| YTD | -30.1% | +14.6% | -44.7% | -35.8% |
| 1Y | -39.3% | +31.8% | -71.1% | -48.2% |
| 3Y | +732.7% | +91.5% | +641.2% | +482.9% |
| All | +1,763.7% | +21.6% | +1,742.1% | +1,582.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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