+891.5%
CLS vs BG
+4.7%
+886.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +23.5% | +1.5% | +22.1% | +23.4% |
| 30D | -28.9% | -7.0% | -21.9% | -28.6% |
| 3M | -25.2% | -10.0% | -15.2% | -24.9% |
| 6M | -32.1% | -19.8% | -12.3% | -31.0% |
| YTD | -14.1% | +14.3% | -28.3% | -14.2% |
| 1Y | -24.1% | +6.5% | -30.6% | -23.9% |
| All | +891.5% | +4.7% | +886.8% | +903.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling