-17.9%
CLS vs CF
+50.1%
-68.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.3% |
| 7D | +16.3% | +4.8% | +11.5% | +17.9% |
| 30D | -25.7% | +4.7% | -30.4% | -24.1% |
| 3M | -30.9% | +7.4% | -38.3% | -28.8% |
| 6M | -35.5% | +0.6% | -36.1% | -34.7% |
| YTD | -18.7% | +64.1% | -82.8% | -6.0% |
| 1Y | -17.9% | +51.4% | -69.3% | -6.8% |
| All | -17.9% | +50.1% | -68.0% | -6.8% |
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