-32.5%
CLS vs COMP
+13.3%
-45.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +1.6% |
| 7D | -13.9% | +7.2% | -21.1% | -14.8% |
| 30D | -38.2% | +6.4% | -44.6% | -38.9% |
| 3M | -28.8% | -19.4% | -9.4% | -26.3% |
| 6M | -40.4% | +14.6% | -54.9% | -42.7% |
| YTD | -24.3% | -5.5% | -18.8% | -27.5% |
| All | -32.5% | +13.3% | -45.8% | -39.4% |
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