+376.8%
V vs CLS
+2,932.8%
-2,556.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.4% | -2.4% |
| 7D | -1.1% | +12.8% | -13.9% | -2.8% |
| 30D | +1.9% | +3.8% | -1.9% | +1.0% |
| 3M | +15.5% | -14.6% | +30.2% | +16.4% |
| 6M | +16.6% | +32.2% | -15.6% | +8.2% |
| YTD | +5.7% | +11.6% | -5.9% | -0.3% |
| 1Y | +8.6% | +35.1% | -26.5% | -2.8% |
| 3Y | +52.5% | +1,312.5% | -1,260.0% | -25.6% |
| 5Y | +67.1% | +3,542.1% | -3,474.9% | -38.2% |
| 10Y | +376.8% | +2,944.0% | -2,567.2% | +50.3% |
| All | +376.8% | +2,932.8% | -2,556.0% | +50.3% |
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