+2,312.0%
CLS vs Z
+25.1%
+2,286.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | +4.6% | -3.0% | +7.6% | +5.2% |
| 30D | -13.9% | -4.2% | -9.7% | -13.2% |
| 3M | -26.6% | -3.7% | -22.9% | -26.6% |
| 6M | +15.4% | -24.5% | +39.9% | +21.7% |
| YTD | +5.7% | -49.3% | +55.0% | +20.6% |
| 1Y | +41.1% | -58.7% | +99.8% | +67.8% |
| 3Y | +1,228.6% | -34.1% | +1,262.7% | +1,291.9% |
| 5Y | +3,240.6% | -64.5% | +3,305.2% | +3,598.7% |
| 10Y | +2,760.3% | -0.5% | +2,760.8% | +2,161.6% |
| All | +2,312.0% | +25.1% | +2,286.9% | +1,720.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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