-29.6%
CLS vs ALL
+42.7%
-72.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.9% | -11.9% | -6.3% |
| 7D | -21.1% | +7.5% | -28.7% | -15.1% |
| 30D | -38.2% | +19.7% | -58.0% | -26.7% |
| 3M | -36.3% | +2.9% | -39.2% | -32.5% |
| 6M | -43.8% | +23.5% | -67.3% | -30.1% |
| YTD | -20.0% | +31.1% | -51.2% | +5.1% |
| 1Y | -29.6% | +40.5% | -70.1% | +2.2% |
| All | -29.6% | +42.7% | -72.3% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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