+1,242.3%
CLS vs AA
+75.5%
+1,166.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.7% |
| 7D | +4.6% | -0.7% | +5.3% | +4.8% |
| 30D | -13.9% | +5.0% | -18.9% | -16.3% |
| 3M | -26.6% | -35.8% | +9.3% | -12.2% |
| 6M | +15.4% | -18.4% | +33.8% | +23.9% |
| YTD | +5.7% | -5.5% | +11.1% | +5.5% |
| 1Y | +41.1% | +61.0% | -19.8% | +11.8% |
| All | +1,242.3% | +75.5% | +1,166.8% | +906.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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