-65.0%
CBRS vs CLS
-35.0%
-30.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -5.4% | +16.6% | +13.8% |
| 7D | +21.2% | +16.3% | +4.9% | +11.7% |
| 30D | -23.2% | -25.7% | +2.5% | -12.9% |
| 3M | -52.9% | -30.9% | -22.1% | -45.0% |
| All | -65.0% | -35.0% | -30.1% | -60.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling