+85.4%
BE vs CLS
-26.6%
+112.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.4% | +0.5% | -0.5% |
| 7D | +10.8% | +16.3% | -5.5% | -1.8% |
| 30D | -19.8% | -25.7% | +5.9% | +1.8% |
| 3M | -18.7% | -30.9% | +12.1% | +9.2% |
| 6M | -33.7% | -35.5% | +1.7% | -9.3% |
| YTD | +121.0% | -18.7% | +139.7% | +139.1% |
| 1Y | +85.4% | -17.9% | +103.3% | +98.1% |
| All | +85.4% | -26.6% | +112.0% | +98.1% |
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