+519.9%
CLS vs AS
+137.8%
+382.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +1.2% |
| 7D | -13.9% | +4.5% | -18.4% | -15.4% |
| 30D | -38.2% | +13.2% | -51.4% | -41.4% |
| 3M | -28.8% | -11.9% | -16.9% | -25.7% |
| 6M | -40.4% | -11.6% | -28.8% | -38.3% |
| YTD | -24.3% | -14.7% | -9.6% | -20.9% |
| 1Y | -35.0% | +5.7% | -40.7% | -37.6% |
| All | +519.9% | +137.8% | +382.1% | +414.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling