-39.3%
CLS vs B
+25.9%
-65.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -22.2% | +9.6% | -31.8% | -26.9% |
| 30D | -44.4% | +3.5% | -47.9% | -45.5% |
| 3M | -34.3% | -1.6% | -32.7% | -34.2% |
| 6M | -50.1% | -1.7% | -48.4% | -50.5% |
| YTD | -30.1% | -5.3% | -24.8% | -33.2% |
| 1Y | -39.3% | +27.2% | -66.6% | -61.3% |
| All | -39.3% | +25.9% | -65.2% | -61.3% |
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