+208.1%
C vs CLS
+703.9%
-495.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.4% | -22.2% | +19.8% | +1.0% |
| 30D | -6.0% | -44.4% | +38.4% | +1.8% |
| 3M | -10.5% | -34.3% | +23.7% | -6.0% |
| 6M | -5.7% | -50.1% | +44.4% | +1.9% |
| YTD | +4.1% | -30.1% | +34.2% | +5.3% |
| 1Y | +20.5% | -39.3% | +59.8% | +23.7% |
| 3Y | +208.1% | +732.7% | -524.6% | +94.1% |
| All | +208.1% | +703.9% | -495.8% | +94.1% |
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