+72.2%
F vs CLS
+1,742.7%
-1,670.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.0% |
| 7D | -0.2% | -13.9% | +13.6% | +2.6% |
| 30D | +0.9% | -38.2% | +39.1% | +10.9% |
| 3M | -11.3% | -28.8% | +17.5% | -6.7% |
| 6M | +2.0% | -40.4% | +42.4% | +9.5% |
| YTD | -3.2% | -24.3% | +21.1% | -4.9% |
| 1Y | -3.5% | -35.0% | +31.6% | -2.6% |
| 3Y | +48.1% | +778.7% | -730.6% | -44.8% |
| 5Y | -13.5% | +1,884.8% | -1,898.3% | -77.4% |
| 10Y | +72.2% | +1,761.1% | -1,688.9% | -64.6% |
| All | +72.2% | +1,742.7% | -1,670.6% | -64.6% |
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