-29.6%
CLS vs AU
+42.5%
-72.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.0% | -17.0% | -12.4% |
| 7D | -21.1% | +0.8% | -21.9% | -21.7% |
| 30D | -38.2% | -7.0% | -31.3% | -36.3% |
| 3M | -36.3% | +8.5% | -44.8% | -39.4% |
| 6M | -43.8% | -1.3% | -42.5% | -45.4% |
| YTD | -20.0% | +6.8% | -26.8% | -28.5% |
| 1Y | -29.6% | +44.6% | -74.2% | -51.5% |
| All | -29.6% | +42.5% | -72.1% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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