-35.3%
CLS vs CI
+15.8%
-51.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +8.2% |
| 7D | -10.6% | +0.1% | -10.7% | -10.4% |
| 30D | -38.4% | +4.7% | -43.1% | -37.2% |
| 3M | -29.9% | +5.2% | -35.1% | -28.0% |
| 6M | -40.6% | +3.8% | -44.4% | -37.7% |
| YTD | -24.6% | +9.2% | -33.8% | -20.8% |
| All | -35.3% | +15.8% | -51.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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