+28.5%
CLS vs CNC
+110.9%
-82.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.2% |
| 7D | +5.0% | -3.9% | +8.8% | +4.5% |
| 30D | +4.8% | +0.8% | +4.0% | +5.0% |
| 3M | -10.4% | +0.1% | -10.5% | -10.2% |
| 6M | +20.8% | +79.7% | -58.9% | +36.1% |
| YTD | +10.0% | +58.9% | -48.9% | +22.0% |
| 1Y | +28.5% | +109.1% | -80.6% | +60.0% |
| All | +28.5% | +110.9% | -82.4% | +60.0% |
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