+25.7%
C vs CLS
-26.6%
+52.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.3% | +0.6% |
| 7D | +4.2% | +16.3% | -12.1% | +2.1% |
| 30D | +2.0% | -25.7% | +27.6% | +5.1% |
| 3M | -10.1% | -30.9% | +20.7% | -7.0% |
| 6M | +1.0% | -35.5% | +36.5% | +4.1% |
| YTD | +8.5% | -18.7% | +27.2% | +7.0% |
| 1Y | +25.7% | -17.9% | +43.6% | +23.5% |
| All | +25.7% | -26.6% | +52.3% | +23.5% |
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