-35.3%
CLS vs BP
+28.1%
-63.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.1% | +7.7% | +7.9% |
| 7D | -10.6% | -6.9% | -3.7% | -10.7% |
| 30D | -38.4% | -3.6% | -34.9% | -38.4% |
| 3M | -29.9% | +8.4% | -38.3% | -29.5% |
| 6M | -40.6% | +5.3% | -46.0% | -40.1% |
| YTD | -24.6% | +33.2% | -57.7% | -33.3% |
| All | -35.3% | +28.1% | -63.4% | -41.9% |
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