-35.0%
CLS vs AR
+9.7%
-44.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.3% | +4.0% | +8.3% |
| 7D | -13.9% | -5.8% | -8.1% | -14.3% |
| 30D | -38.2% | +4.8% | -43.0% | -37.7% |
| 3M | -28.8% | +1.5% | -30.3% | -28.5% |
| 6M | -40.4% | +4.7% | -45.1% | -39.8% |
| YTD | -24.3% | +9.2% | -33.5% | -27.0% |
| 1Y | -35.0% | +11.2% | -46.2% | -38.6% |
| All | -35.0% | +9.7% | -44.7% | -38.6% |
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