-29.6%
CLS vs BP
+35.3%
-64.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.2% | -4.9% | -9.1% |
| 7D | -21.1% | -8.4% | -12.7% | -21.4% |
| 30D | -38.2% | +2.2% | -40.4% | -38.0% |
| 3M | -36.3% | +8.8% | -45.1% | -36.0% |
| 6M | -43.8% | -0.5% | -43.3% | -42.7% |
| YTD | -20.0% | +36.2% | -56.2% | -29.5% |
| 1Y | -29.6% | +36.6% | -66.2% | -39.3% |
| All | -29.6% | +35.3% | -64.8% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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