-35.3%
CLS vs B
+24.4%
-59.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.2% | +3.6% | +5.5% |
| 7D | -10.6% | +11.3% | -21.9% | -16.4% |
| 30D | -38.4% | +2.9% | -41.4% | -39.3% |
| 3M | -29.9% | -2.9% | -27.0% | -29.0% |
| 6M | -40.6% | -1.2% | -39.4% | -40.9% |
| YTD | -24.6% | -1.3% | -23.3% | -29.4% |
| All | -35.3% | +24.4% | -59.7% | -53.8% |
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