+108.3%
V vs CLS
+1,955.9%
-1,847.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.6% |
| 7D | +0.9% | +16.3% | -15.4% | -0.1% |
| 30D | +9.0% | -25.7% | +34.6% | +10.7% |
| 3M | +16.7% | -30.9% | +47.6% | +18.8% |
| 6M | +33.4% | -35.5% | +68.9% | +35.1% |
| YTD | +22.4% | -18.7% | +41.1% | +19.7% |
| 1Y | +27.7% | -17.9% | +45.6% | +24.1% |
| 3Y | +78.0% | +838.1% | -760.1% | -0.2% |
| All | +108.3% | +1,955.9% | -1,847.6% | -13.9% |
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