-50.1%
CLS vs AR
-4.6%
-45.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.4% |
| 7D | -22.2% | -14.3% | -7.9% | -24.8% |
| 30D | -44.4% | +1.4% | -45.8% | -42.9% |
| 3M | -34.3% | +3.4% | -37.7% | -32.1% |
| 6M | -50.1% | -2.1% | -48.0% | -47.0% |
| All | -50.1% | -4.6% | -45.5% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling