-50.1%
CLS vs CB
+13.6%
-63.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | -1.8% |
| 7D | -22.2% | +0.2% | -22.4% | -21.6% |
| 30D | -44.4% | +9.1% | -53.4% | -37.3% |
| 3M | -34.3% | +3.4% | -37.7% | -30.9% |
| 6M | -50.1% | +14.1% | -64.2% | -33.4% |
| All | -50.1% | +13.6% | -63.7% | -33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling