-26.8%
CLS vs BP
+27.8%
-54.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +8.5% |
| 7D | +2.8% | -0.8% | +3.5% | +2.7% |
| 30D | -30.1% | -3.1% | -26.9% | -30.1% |
| 3M | -21.7% | +6.2% | -27.9% | -21.4% |
| 6M | -36.2% | +4.8% | -41.0% | -35.5% |
| YTD | -17.8% | +35.2% | -53.0% | -27.5% |
| 1Y | -26.8% | +27.4% | -54.2% | -33.9% |
| All | -26.8% | +27.8% | -54.6% | -33.9% |
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