-29.6%
CLS vs CB
+34.9%
-64.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.1% | -11.1% | -6.0% |
| 7D | -21.1% | +5.3% | -26.4% | -14.6% |
| 30D | -38.2% | +13.2% | -51.4% | -25.6% |
| 3M | -36.3% | +7.8% | -44.1% | -28.3% |
| 6M | -43.8% | +15.8% | -59.6% | -26.2% |
| YTD | -20.0% | +21.0% | -41.0% | +19.0% |
| 1Y | -29.6% | +32.2% | -61.8% | +38.8% |
| All | -29.6% | +34.9% | -64.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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