+1,242.3%
CLS vs BP
+33.3%
+1,208.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.6% | +3.9% | +0.6% | +3.5% |
| 30D | -13.9% | +7.6% | -21.5% | -15.9% |
| 3M | -26.6% | +0.7% | -27.3% | -26.9% |
| 6M | +15.4% | +15.5% | -0.1% | +7.1% |
| YTD | +5.7% | +30.8% | -25.2% | -7.3% |
| 1Y | +41.1% | +34.3% | +6.8% | +22.1% |
| All | +1,242.3% | +33.3% | +1,208.9% | +1,001.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling