+1,284.2%
CLS vs BG
+19.0%
+1,265.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +20.1% | +0.5% | +19.6% | +20.0% |
| 30D | +6.0% | +10.3% | -4.3% | +5.3% |
| 3M | -10.3% | -1.9% | -8.4% | -10.0% |
| 6M | +24.5% | +5.2% | +19.3% | +24.5% |
| YTD | +12.9% | +41.2% | -28.3% | +11.8% |
| 1Y | +36.7% | +50.5% | -13.8% | +34.5% |
| All | +1,284.2% | +19.0% | +1,265.2% | +1,325.5% |
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