-26.8%
CLS vs ALL
+30.4%
-57.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.9% |
| 7D | +2.8% | -2.6% | +5.3% | +0.2% |
| 30D | -30.1% | +12.7% | -42.8% | -21.7% |
| 3M | -21.7% | +0.4% | -22.1% | -19.5% |
| 6M | -36.2% | +23.8% | -60.0% | -21.9% |
| YTD | -17.8% | +27.8% | -45.6% | +4.3% |
| 1Y | -26.8% | +28.9% | -55.7% | -7.1% |
| All | -26.8% | +30.4% | -57.3% | -7.1% |
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