+848.2%
CLS vs CI
+8.8%
+839.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.3% |
| 7D | +2.8% | -1.3% | +4.1% | +2.2% |
| 30D | -30.1% | +6.4% | -36.5% | -28.2% |
| 3M | -21.7% | +10.7% | -32.4% | -18.3% |
| 6M | -36.2% | +5.5% | -41.7% | -33.8% |
| YTD | -17.8% | +11.4% | -29.2% | -13.1% |
| 1Y | -26.8% | +15.0% | -41.8% | -21.7% |
| All | +848.2% | +8.8% | +839.4% | +904.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling