+41.1%
CLS vs BR
-29.1%
+70.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | -0.5% |
| 7D | +4.6% | -5.3% | +9.8% | +2.3% |
| 30D | -13.9% | +6.4% | -20.3% | -11.5% |
| 3M | -26.6% | +13.6% | -40.2% | -21.6% |
| 6M | +15.4% | -6.7% | +22.1% | +10.7% |
| YTD | +5.7% | -21.1% | +26.8% | -11.9% |
| 1Y | +41.1% | -29.6% | +70.7% | +8.6% |
| All | +41.1% | -29.1% | +70.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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