+25.8%
C vs CLS
-28.7%
+54.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | +0.5% |
| 7D | -0.4% | +2.8% | -3.2% | -0.9% |
| 30D | -5.3% | -30.1% | +24.8% | -1.7% |
| 3M | -8.0% | -21.7% | +13.7% | -6.3% |
| 6M | -0.3% | -36.2% | +36.0% | +3.1% |
| YTD | +8.6% | -17.8% | +26.5% | +7.0% |
| 1Y | +25.8% | -26.8% | +52.6% | +24.7% |
| All | +25.8% | -28.7% | +54.5% | +24.7% |
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