-29.6%
CLS vs CNC
+122.0%
-151.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +12.6% | -21.7% | -7.0% |
| 7D | -21.1% | +13.4% | -34.5% | -19.3% |
| 30D | -38.2% | +18.2% | -56.4% | -36.3% |
| 3M | -36.3% | +18.6% | -54.9% | -34.2% |
| 6M | -43.8% | +41.9% | -85.7% | -39.7% |
| YTD | -20.0% | +84.7% | -104.7% | -11.4% |
| 1Y | -29.6% | +110.5% | -140.1% | -24.4% |
| All | -29.6% | +122.0% | -151.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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