-29.6%
CLS vs CAPR
+47.4%
-77.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.3% | -17.3% | -9.1% |
| 7D | -21.1% | +43.2% | -64.3% | -21.2% |
| 30D | -38.2% | +14.7% | -52.9% | -38.2% |
| 3M | -36.3% | +113.9% | -150.2% | -36.3% |
| 6M | -43.8% | -73.4% | +29.6% | -43.6% |
| YTD | -20.0% | -69.1% | +49.1% | -19.7% |
| 1Y | -29.6% | +47.2% | -76.8% | -29.6% |
| All | -29.6% | +47.4% | -77.0% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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