-35.3%
CLS vs ALL
+28.9%
-64.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +7.5% |
| 7D | -10.6% | -3.9% | -6.7% | -13.4% |
| 30D | -38.4% | +10.6% | -49.1% | -32.2% |
| 3M | -29.9% | -4.6% | -25.3% | -30.9% |
| 6M | -40.6% | +20.2% | -60.8% | -29.1% |
| YTD | -24.6% | +23.7% | -48.3% | -6.8% |
| All | -35.3% | +28.9% | -64.2% | -17.9% |
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