-32.5%
CLS vs CF
+50.2%
-82.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | +1.2% |
| 7D | -13.9% | +4.8% | -18.6% | -12.4% |
| 30D | -38.2% | +9.7% | -47.9% | -36.2% |
| 3M | -28.8% | +1.2% | -30.1% | -27.8% |
| 6M | -40.4% | +7.4% | -47.7% | -38.6% |
| YTD | -24.3% | +60.5% | -84.8% | -15.1% |
| All | -32.5% | +50.2% | -82.7% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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