+5,676.4%
CRM vs CLS
+1,610.8%
+4,065.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -5.0% | +20.1% | -25.1% | -9.6% |
| 30D | +23.6% | +6.0% | +17.6% | +20.9% |
| 3M | +39.6% | -10.3% | +49.9% | +39.6% |
| 6M | +23.4% | +24.5% | -1.1% | +9.8% |
| YTD | -7.4% | +12.9% | -20.2% | -16.9% |
| 1Y | -2.3% | +36.7% | -39.0% | -19.5% |
| 3Y | +10.5% | +1,328.1% | -1,317.6% | -61.0% |
| 5Y | -4.7% | +3,682.3% | -3,687.1% | -76.2% |
| 10Y | +234.7% | +3,038.3% | -2,803.5% | -21.7% |
| All | +5,676.4% | +1,610.8% | +4,065.6% | +913.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling