+35.1%
CLS vs AR
+17.5%
+17.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.5% | +5.6% |
| 7D | +12.8% | -1.8% | +14.6% | +12.7% |
| 30D | +3.8% | +12.6% | -8.8% | +4.1% |
| 3M | -14.6% | +10.0% | -24.6% | -14.3% |
| 6M | +32.2% | +0.6% | +31.6% | +33.2% |
| YTD | +11.6% | +13.4% | -1.8% | +8.3% |
| 1Y | +35.1% | +21.7% | +13.3% | +32.1% |
| All | +35.1% | +17.5% | +17.6% | +32.1% |
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