-35.3%
CLS vs A
+23.5%
-58.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.1% | +4.8% | +6.5% |
| 7D | -10.6% | +4.8% | -15.3% | -12.0% |
| 30D | -38.4% | +5.6% | -44.1% | -39.4% |
| 3M | -29.9% | +23.6% | -53.5% | -34.4% |
| 6M | -40.6% | +56.4% | -97.0% | -49.3% |
| YTD | -24.6% | +33.4% | -58.0% | -30.9% |
| All | -35.3% | +23.5% | -58.9% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling