+41.0%
CLS vs CDE
+40.5%
+0.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.2% | +5.4% | +6.1% |
| 7D | +10.9% | -3.1% | +14.1% | +12.3% |
| 30D | +2.1% | +9.5% | -7.4% | -2.2% |
| 3M | -10.2% | +25.5% | -35.7% | -19.6% |
| 6M | +30.4% | -7.9% | +38.3% | +29.5% |
| YTD | +17.2% | +15.6% | +1.7% | +4.2% |
| 1Y | +41.0% | +34.0% | +7.0% | +11.7% |
| All | +41.0% | +40.5% | +0.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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