+3,682.3%
CLS vs XYZ
-69.0%
+3,751.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +20.1% | -3.7% | +23.8% | +21.4% |
| 30D | +6.0% | +0.5% | +5.5% | +5.5% |
| 3M | -10.3% | +16.3% | -26.6% | -14.6% |
| 6M | +24.5% | +21.1% | +3.4% | +16.9% |
| YTD | +12.9% | +22.0% | -9.1% | +4.5% |
| 1Y | +36.7% | +5.2% | +31.5% | +32.3% |
| 3Y | +1,328.1% | +49.6% | +1,278.5% | +1,108.3% |
| 5Y | +3,682.3% | -68.4% | +3,750.7% | +4,263.3% |
| All | +3,682.3% | -69.0% | +3,751.3% | +4,263.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling