-17.9%
CLS vs COMP
+7.7%
-25.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.7% |
| 7D | +16.3% | 0.0% | +16.3% | +16.2% |
| 30D | -25.7% | +16.6% | -42.2% | -27.8% |
| 3M | -30.9% | -23.5% | -7.3% | -27.7% |
| 6M | -35.5% | +25.7% | -61.2% | -39.1% |
| YTD | -18.7% | -3.4% | -15.3% | -21.9% |
| 1Y | -17.9% | +7.6% | -25.5% | -25.8% |
| All | -17.9% | +7.7% | -25.6% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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