-0.3%
AAL vs CLS
+33.9%
-34.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -2.2% |
| 7D | -0.3% | +12.8% | -13.1% | -1.6% |
| 30D | -19.0% | +3.8% | -22.8% | -19.4% |
| 3M | -5.1% | -14.6% | +9.6% | -4.2% |
| 6M | +15.5% | +32.2% | -16.8% | +11.1% |
| YTD | -15.8% | +11.6% | -27.4% | -18.8% |
| 1Y | -0.3% | +35.1% | -35.4% | -4.4% |
| All | -0.3% | +33.9% | -34.2% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling