-26.8%
CLS vs CB
+29.2%
-56.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +9.0% |
| 7D | +2.8% | -1.0% | +3.8% | +1.1% |
| 30D | -30.1% | +7.3% | -37.4% | -22.0% |
| 3M | -21.7% | +7.0% | -28.8% | -13.1% |
| 6M | -36.2% | +16.3% | -52.6% | -16.0% |
| YTD | -17.8% | +19.7% | -37.6% | +19.3% |
| 1Y | -26.8% | +27.8% | -54.6% | +20.6% |
| All | -26.8% | +29.2% | -56.0% | +20.6% |
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