-17.9%
CLS vs AR
+11.3%
-29.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +16.3% | +7.4% | +8.9% | +16.4% |
| 30D | -25.7% | +5.8% | -31.4% | -25.2% |
| 3M | -30.9% | +5.2% | -36.1% | -30.4% |
| 6M | -35.5% | +5.4% | -40.9% | -34.7% |
| YTD | -18.7% | +12.4% | -31.1% | -21.8% |
| 1Y | -17.9% | +12.8% | -30.7% | -21.0% |
| All | -17.9% | +11.3% | -29.2% | -21.0% |
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