+2,926.4%
V vs CLS
+4,548.1%
-1,621.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -1.7% | +4.6% | -6.3% | -2.7% |
| 30D | +2.0% | -13.9% | +15.9% | +4.1% |
| 3M | +17.4% | -26.6% | +43.9% | +21.8% |
| 6M | +17.5% | +15.4% | +2.1% | +8.9% |
| YTD | +7.6% | +5.7% | +1.9% | +0.3% |
| 1Y | +7.7% | +41.1% | -33.4% | -8.2% |
| 3Y | +54.7% | +1,228.6% | -1,173.9% | -32.7% |
| 5Y | +73.0% | +3,240.6% | -3,167.6% | -43.3% |
| 10Y | +390.9% | +2,760.3% | -2,369.5% | +50.2% |
| All | +2,926.4% | +4,548.1% | -1,621.6% | +626.0% |
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