-10.2%
C vs CLS
+3,265.4%
-3,275.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +3.6% | +4.6% | -0.9% | +2.1% |
| 30D | +0.1% | -13.9% | +14.0% | +3.6% |
| 3M | +2.4% | -26.6% | +29.0% | +9.3% |
| 6M | +24.9% | +15.4% | +9.5% | +13.9% |
| YTD | +19.8% | +5.7% | +14.1% | +10.4% |
| 1Y | +44.9% | +41.1% | +3.7% | +18.4% |
| 3Y | +263.0% | +1,228.6% | -965.6% | +29.5% |
| 5Y | +129.5% | +3,240.6% | -3,111.1% | -41.7% |
| 10Y | +291.6% | +2,760.3% | -2,468.7% | -3.1% |
| All | -10.2% | +3,265.4% | -3,275.6% | -89.6% |
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