-39.3%
CLS vs CI
+15.7%
-55.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | -0.7% |
| 7D | -22.2% | -1.6% | -20.6% | -22.6% |
| 30D | -44.4% | +5.4% | -49.8% | -42.9% |
| 3M | -34.3% | +7.3% | -41.5% | -32.1% |
| 6M | -50.1% | +5.3% | -55.4% | -47.4% |
| YTD | -30.1% | +8.5% | -38.6% | -25.9% |
| 1Y | -39.3% | +17.1% | -56.5% | -29.1% |
| All | -39.3% | +15.7% | -55.0% | -29.1% |
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