+1,753.0%
CLS vs USFR
+28.5%
+1,724.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | -10.6% | +0.1% | -10.6% | -10.6% |
| 30D | -38.4% | +0.4% | -38.8% | -38.6% |
| 3M | -29.9% | +1.1% | -30.9% | -30.3% |
| 6M | -40.6% | +2.0% | -42.7% | -41.3% |
| YTD | -24.6% | +3.4% | -28.0% | -26.2% |
| 1Y | -30.8% | +4.1% | -34.9% | -32.6% |
| 3Y | +811.7% | +14.3% | +797.4% | +742.5% |
| 5Y | +1,838.4% | +21.3% | +1,817.1% | +1,644.3% |
| All | +1,753.0% | +28.5% | +1,724.6% | +1,559.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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