+360.5%
BE vs CLS
+47.9%
+312.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.5% | +6.7% |
| 7D | +20.0% | +4.6% | +15.4% | +15.2% |
| 30D | +7.9% | -13.9% | +21.8% | +20.2% |
| 3M | -13.2% | -26.6% | +13.4% | +9.3% |
| 6M | +53.5% | +15.4% | +38.0% | +27.7% |
| YTD | +191.0% | +5.7% | +185.4% | +155.1% |
| 1Y | +360.5% | +41.1% | +319.4% | +262.7% |
| All | +360.5% | +47.9% | +312.6% | +262.7% |
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