+55.3%
BE vs CLS
-28.7%
+84.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.1% | +2.7% | +1.1% |
| 7D | -12.1% | -21.1% | +9.0% | +6.6% |
| 30D | -30.1% | -38.2% | +8.1% | +3.3% |
| 3M | -12.1% | -36.3% | +24.2% | +24.7% |
| 6M | -30.6% | -43.8% | +13.2% | +7.2% |
| YTD | +130.6% | -20.0% | +150.7% | +148.4% |
| 1Y | +55.3% | -29.6% | +84.9% | +87.9% |
| All | +55.3% | -28.7% | +84.0% | +87.9% |
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 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