+2,029.3%
CLS vs XYZ
+578.7%
+1,450.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.0% | +8.6% | +5.6% |
| 7D | +23.5% | -2.1% | +25.6% | +24.2% |
| 30D | -28.9% | +7.0% | -36.0% | -30.7% |
| 3M | -25.2% | +5.1% | -30.3% | -26.9% |
| 6M | -32.1% | +14.1% | -46.2% | -35.1% |
| YTD | -14.1% | +26.4% | -40.4% | -20.9% |
| 1Y | -24.1% | +25.1% | -49.1% | -29.9% |
| 3Y | +897.0% | +59.7% | +837.2% | +744.8% |
| 5Y | +2,089.9% | -63.8% | +2,153.7% | +2,258.5% |
| All | +2,029.3% | +578.7% | +1,450.6% | +1,222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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