-35.3%
CLS vs CB
+28.5%
-63.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +7.3% |
| 7D | -10.6% | -1.5% | -9.1% | -12.2% |
| 30D | -38.4% | +6.5% | -45.0% | -32.0% |
| 3M | -29.9% | +4.1% | -33.9% | -25.1% |
| 6M | -40.6% | +14.4% | -55.0% | -23.5% |
| YTD | -24.6% | +17.5% | -42.1% | +6.9% |
| All | -35.3% | +28.5% | -63.8% | +12.3% |
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