+216.5%
C vs CLS
+852.3%
-635.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | +0.3% |
| 7D | -0.4% | +2.8% | -3.2% | -0.9% |
| 30D | -5.3% | -30.1% | +24.8% | -0.9% |
| 3M | -8.0% | -21.7% | +13.7% | -5.9% |
| 6M | -0.3% | -36.2% | +36.0% | +3.9% |
| YTD | +8.6% | -17.8% | +26.5% | +7.2% |
| 1Y | +25.8% | -26.8% | +52.6% | +25.6% |
| All | +216.5% | +852.3% | -635.8% | +101.9% |
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