+28.5%
CLS vs AU
+73.4%
-44.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -0.7% |
| 7D | +5.0% | -7.0% | +11.9% | +8.1% |
| 30D | +4.8% | +7.3% | -2.5% | +1.2% |
| 3M | -10.4% | +33.2% | -43.6% | -22.6% |
| 6M | +20.8% | -0.6% | +21.4% | +18.0% |
| YTD | +10.0% | +26.2% | -16.1% | -5.5% |
| 1Y | +28.5% | +68.3% | -39.7% | -7.5% |
| All | +28.5% | +73.4% | -44.8% | -7.5% |
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