-29.6%
CLS vs AHR
+26.3%
-55.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.6% | -11.7% | -8.3% |
| 7D | -21.1% | +9.5% | -30.6% | -19.0% |
| 30D | -38.2% | +11.7% | -49.9% | -36.4% |
| 3M | -36.3% | +4.0% | -40.3% | -35.0% |
| 6M | -43.8% | +13.5% | -57.3% | -41.5% |
| YTD | -20.0% | +21.6% | -41.6% | -18.6% |
| 1Y | -29.6% | +25.1% | -54.7% | -30.0% |
| All | -29.6% | +26.3% | -55.9% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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