+2,543.3%
CLS vs USFR
+28.6%
+2,514.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -30.1% | +0.4% | -30.5% | -30.2% |
| 3M | -21.7% | +1.1% | -22.8% | -22.0% |
| 6M | -36.2% | +2.1% | -38.3% | -36.7% |
| YTD | -17.8% | +3.4% | -21.3% | -18.8% |
| 1Y | -26.8% | +4.1% | -30.9% | -27.9% |
| 3Y | +853.4% | +14.4% | +839.0% | +811.5% |
| 5Y | +2,005.0% | +21.4% | +1,983.6% | +1,878.8% |
| 10Y | +1,929.4% | +28.5% | +1,900.9% | +1,783.3% |
| All | +2,543.3% | +28.6% | +2,514.7% | +2,289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling