-43.3%
CLS vs AR
+2.0%
-45.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.8% | -10.2% | -13.0% |
| 7D | -27.3% | -11.7% | -15.6% | -28.3% |
| 30D | -47.0% | +1.8% | -48.9% | -44.7% |
| 3M | -43.3% | +6.0% | -49.3% | -38.6% |
| All | -43.3% | +2.0% | -45.3% | -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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling