-29.6%
CLS vs B
+27.8%
-57.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.3% | -17.4% | -13.8% |
| 7D | -21.1% | +1.1% | -22.3% | -22.0% |
| 30D | -38.2% | +0.3% | -38.5% | -38.3% |
| 3M | -36.3% | +5.4% | -41.7% | -39.2% |
| 6M | -43.8% | +5.5% | -49.3% | -47.2% |
| YTD | -20.0% | -6.3% | -13.7% | -23.4% |
| 1Y | -29.6% | +29.4% | -59.0% | -57.2% |
| All | -29.6% | +27.8% | -57.3% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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