+41.1%
CLS vs CARR
-3.6%
+44.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | +4.6% | +1.6% | +3.0% | +3.9% |
| 30D | -13.9% | -8.7% | -5.2% | -10.1% |
| 3M | -26.6% | -12.6% | -14.0% | -22.5% |
| 6M | +15.4% | -1.5% | +17.0% | +13.1% |
| YTD | +5.7% | +14.3% | -8.6% | +1.1% |
| 1Y | +41.1% | -4.6% | +45.7% | +55.4% |
| All | +41.1% | -3.6% | +44.7% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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