+1,616.9%
BE vs CLS
+703.9%
+913.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.1% |
| 7D | -14.7% | -22.2% | +7.4% | +0.2% |
| 30D | -40.5% | -44.4% | +3.8% | -14.2% |
| 3M | -24.3% | -34.3% | +10.0% | -1.1% |
| 6M | -39.3% | -50.1% | +10.7% | -8.0% |
| YTD | +99.4% | -30.1% | +129.5% | +149.5% |
| 1Y | +26.6% | -39.3% | +65.9% | +72.6% |
| 3Y | +1,616.9% | +732.7% | +884.2% | +547.1% |
| All | +1,616.9% | +703.9% | +913.1% | +547.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling