+72.2%
V vs CLS
+3,233.5%
-3,161.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -1.7% | +4.6% | -6.3% | -2.1% |
| 30D | +2.0% | -13.9% | +15.9% | +2.9% |
| 3M | +17.4% | -26.6% | +43.9% | +19.4% |
| 6M | +17.5% | +15.4% | +2.1% | +13.3% |
| YTD | +7.6% | +5.7% | +1.9% | +4.0% |
| 1Y | +7.7% | +41.1% | -33.4% | -1.0% |
| 3Y | +54.7% | +1,228.6% | -1,173.9% | -15.2% |
| All | +72.2% | +3,233.5% | -3,161.3% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling