-29.6%
CLS vs CARR
-1.4%
-28.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.5% | -9.6% | -9.3% |
| 7D | -21.1% | -0.7% | -20.5% | -20.9% |
| 30D | -38.2% | +0.3% | -38.5% | -38.3% |
| 3M | -36.3% | -14.9% | -21.4% | -31.1% |
| 6M | -43.8% | -14.9% | -29.0% | -39.9% |
| YTD | -20.0% | +7.0% | -27.0% | -20.8% |
| 1Y | -29.6% | -1.8% | -27.8% | -28.7% |
| All | -29.6% | -1.4% | -28.2% | -28.7% |
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