+745.3%
CLS vs A
+62.3%
+683.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | -22.2% | -0.1% | -22.1% | -22.0% |
| 30D | -44.4% | +3.4% | -47.7% | -45.0% |
| 3M | -34.3% | +23.8% | -58.1% | -40.7% |
| 6M | -50.1% | +49.0% | -99.1% | -59.6% |
| YTD | -30.1% | +29.4% | -59.5% | -38.9% |
| 1Y | -39.3% | +19.4% | -58.7% | -44.2% |
| All | +745.3% | +62.3% | +683.0% | +659.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling