+3,298.8%
CLS vs USFR
+27.5%
+3,271.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | -13.9% | +0.3% | -14.2% | -14.0% |
| 3M | -26.6% | +1.0% | -27.6% | -26.8% |
| 6M | +15.4% | +1.9% | +13.5% | +14.6% |
| YTD | +5.7% | +2.6% | +3.0% | +4.7% |
| 1Y | +41.1% | +4.0% | +37.1% | +39.1% |
| 3Y | +1,228.6% | +14.1% | +1,214.5% | +1,171.6% |
| 5Y | +3,240.6% | +20.4% | +3,220.2% | +3,049.3% |
| 10Y | +2,760.3% | +28.0% | +2,732.3% | +2,559.2% |
| All | +3,298.8% | +27.5% | +3,271.3% | +2,980.8% |
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