-29.6%
CLS vs AS
+3.3%
-32.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.1% | -14.2% | -11.0% |
| 7D | -21.1% | +13.8% | -34.9% | -25.6% |
| 30D | -38.2% | +16.7% | -54.9% | -42.4% |
| 3M | -36.3% | -11.5% | -24.8% | -32.4% |
| 6M | -43.8% | -5.5% | -38.3% | -43.6% |
| YTD | -20.0% | -14.2% | -5.8% | -17.5% |
| 1Y | -29.6% | +2.1% | -31.7% | -39.0% |
| All | -29.6% | +3.3% | -32.9% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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