-29.6%
CLS vs AR
+14.7%
-44.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -6.3% | -2.8% | -9.4% |
| 7D | -21.1% | -11.1% | -10.0% | -21.9% |
| 30D | -38.2% | +7.9% | -46.1% | -37.4% |
| 3M | -36.3% | +4.9% | -41.2% | -35.7% |
| 6M | -43.8% | -5.3% | -38.5% | -42.9% |
| YTD | -20.0% | +8.6% | -28.6% | -22.4% |
| 1Y | -29.6% | +13.7% | -43.3% | -34.1% |
| All | -29.6% | +14.7% | -44.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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