-29.6%
CLS vs BB
+88.0%
-117.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.0% | -16.0% | -11.4% |
| 7D | -21.1% | -6.8% | -14.3% | -19.3% |
| 30D | -38.2% | -3.5% | -34.7% | -37.6% |
| 3M | -36.3% | -1.2% | -35.1% | -36.4% |
| 6M | -43.8% | +57.0% | -100.8% | -49.1% |
| YTD | -20.0% | +131.1% | -151.2% | -35.1% |
| 1Y | -29.6% | +87.6% | -117.2% | -38.6% |
| All | -29.6% | +88.0% | -117.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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