-20.0%
C vs CLS
+2,301.8%
-2,321.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.9% | -5.4% | +0.2% |
| 7D | -0.9% | -10.6% | +9.6% | +1.9% |
| 30D | -5.4% | -38.4% | +33.0% | +7.2% |
| 3M | -9.2% | -29.9% | +20.7% | -2.0% |
| 6M | -1.8% | -40.6% | +38.8% | +8.2% |
| YTD | +6.7% | -24.6% | +31.3% | +6.2% |
| 1Y | +23.5% | -30.8% | +54.3% | +24.0% |
| 3Y | +219.8% | +811.7% | -592.0% | +25.6% |
| 5Y | +112.4% | +1,838.4% | -1,726.0% | -37.2% |
| 10Y | +220.1% | +1,751.5% | -1,531.4% | -11.7% |
| All | -20.0% | +2,301.8% | -2,321.8% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling