+2,026.9%
CLS vs XYZ
+655.2%
+1,371.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.1% |
| 7D | +16.3% | -1.1% | +17.3% | +16.5% |
| 30D | -25.7% | +11.5% | -37.2% | -28.2% |
| 3M | -30.9% | +1.8% | -32.7% | -31.8% |
| 6M | -35.5% | +21.2% | -56.7% | -39.2% |
| YTD | -18.7% | +29.9% | -48.6% | -25.4% |
| 1Y | -17.9% | +35.8% | -53.7% | -25.5% |
| 3Y | +838.1% | +62.6% | +775.5% | +699.2% |
| 5Y | +1,971.9% | -62.8% | +2,034.7% | +2,097.3% |
| 10Y | +1,907.9% | +612.0% | +1,295.9% | +1,193.2% |
| All | +2,026.9% | +655.2% | +1,371.7% | +1,158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling