+418.8%
BE vs CLS
+33.9%
+384.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.6% | +4.0% | +5.0% |
| 7D | +29.8% | +12.8% | +17.0% | +17.4% |
| 30D | +26.4% | +3.8% | +22.6% | +22.5% |
| 3M | +9.3% | -14.6% | +24.0% | +22.8% |
| 6M | +105.1% | +32.2% | +72.8% | +50.5% |
| YTD | +219.0% | +11.6% | +207.4% | +166.3% |
| 1Y | +418.8% | +35.1% | +383.7% | +308.6% |
| All | +418.8% | +33.9% | +384.9% | +308.6% |
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