-29.6%
CLS vs CAI
+12.6%
-42.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.1% | -10.2% | -9.2% |
| 7D | -21.1% | -6.3% | -14.9% | -20.5% |
| 30D | -38.2% | +9.3% | -47.5% | -38.7% |
| 3M | -36.3% | +106.3% | -142.6% | -42.0% |
| 6M | -43.8% | +77.7% | -121.6% | -47.4% |
| YTD | -20.0% | +23.1% | -43.2% | -18.1% |
| 1Y | -29.6% | +6.5% | -36.1% | -26.8% |
| All | -29.6% | +12.6% | -42.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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