+238.9%
CRM vs CLS
+3,169.3%
-2,930.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.6% | +0.8% |
| 7D | -4.4% | +10.9% | -15.4% | -6.3% |
| 30D | +28.1% | +2.1% | +26.1% | +27.2% |
| 3M | +48.8% | -10.2% | +59.0% | +49.1% |
| 6M | +28.3% | +30.4% | -2.1% | +17.2% |
| YTD | -6.0% | +17.2% | -23.2% | -13.4% |
| 1Y | +1.4% | +41.0% | -39.6% | -12.1% |
| 3Y | +11.8% | +1,338.0% | -1,326.1% | -50.6% |
| 5Y | -2.0% | +3,860.6% | -3,862.6% | -67.3% |
| All | +238.9% | +3,169.3% | -2,930.4% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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