+15.4%
CLS vs CI
+1.6%
+13.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.5% |
| 7D | +4.6% | +1.3% | +3.3% | +5.0% |
| 30D | -13.9% | +4.4% | -18.3% | -12.7% |
| 3M | -26.6% | +0.7% | -27.2% | -24.3% |
| 6M | +15.4% | +0.3% | +15.1% | +21.0% |
| All | +15.4% | +1.6% | +13.8% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling