+732.7%
CLS vs B
+165.5%
+567.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -22.2% | +9.6% | -31.8% | -25.5% |
| 30D | -44.4% | +3.5% | -47.9% | -45.2% |
| 3M | -34.3% | -1.6% | -32.7% | -34.1% |
| 6M | -50.1% | -1.7% | -48.4% | -50.1% |
| YTD | -30.1% | -5.3% | -24.8% | -29.2% |
| 1Y | -39.3% | +27.2% | -66.6% | -43.6% |
| 3Y | +732.7% | +166.1% | +566.6% | +560.3% |
| All | +732.7% | +165.5% | +567.3% | +560.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling