+1,312.5%
CLS vs USFR
+14.0%
+1,298.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.8% |
| 7D | +12.8% | +0.1% | +12.7% | +13.0% |
| 30D | +3.8% | +0.3% | +3.5% | +5.3% |
| 3M | -14.6% | +1.0% | -15.6% | -11.1% |
| 6M | +32.2% | +1.9% | +30.3% | +40.8% |
| YTD | +11.6% | +2.7% | +9.0% | +19.9% |
| 1Y | +35.1% | +4.0% | +31.0% | +48.3% |
| 3Y | +1,312.5% | +14.0% | +1,298.5% | +1,947.4% |
| All | +1,312.5% | +14.0% | +1,298.5% | +1,947.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling