-17.9%
CLS vs BG
+8.3%
-26.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.4% |
| 7D | +16.3% | +2.6% | +13.7% | +16.3% |
| 30D | -25.7% | -6.7% | -19.0% | -25.6% |
| 3M | -30.9% | -9.3% | -21.6% | -31.1% |
| 6M | -35.5% | -18.3% | -17.1% | -34.3% |
| YTD | -18.7% | +16.2% | -34.9% | -1.8% |
| 1Y | -17.9% | +7.6% | -25.5% | -8.0% |
| All | -17.9% | +8.3% | -26.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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