+5.2%
F vs CLS
+2,115.6%
-2,110.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.0% | +11.9% | +2.2% |
| 7D | +1.4% | -27.3% | +28.6% | +9.2% |
| 30D | +2.0% | -47.0% | +49.1% | +18.1% |
| 3M | -10.4% | -43.3% | +32.9% | +0.5% |
| 6M | +9.7% | -50.8% | +60.5% | +24.7% |
| YTD | -1.2% | -30.4% | +29.2% | -0.3% |
| 1Y | 0.0% | -41.7% | +41.7% | +4.1% |
| 3Y | +41.1% | +701.4% | -660.3% | -38.3% |
| 5Y | -11.4% | +1,767.8% | -1,779.2% | -70.3% |
| 10Y | +85.0% | +1,636.8% | -1,551.9% | -41.8% |
| All | +5.2% | +2,115.6% | -2,110.4% | -82.4% |
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