+2,664.2%
CLS vs XYZ
+638.9%
+2,025.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +4.6% | -1.0% | +5.5% | +4.7% |
| 30D | -13.9% | -1.7% | -12.2% | -13.5% |
| 3M | -26.6% | +16.7% | -43.3% | -29.4% |
| 6M | +15.4% | +26.9% | -11.4% | +8.4% |
| YTD | +5.7% | +27.1% | -21.5% | -1.7% |
| 1Y | +41.1% | +9.3% | +31.9% | +36.1% |
| 3Y | +1,228.6% | +42.3% | +1,186.3% | +1,071.6% |
| 5Y | +3,240.6% | -69.3% | +3,310.0% | +3,610.7% |
| 10Y | +2,760.3% | +586.8% | +2,173.5% | +1,768.4% |
| All | +2,664.2% | +638.9% | +2,025.2% | +1,557.4% |
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