+728.5%
CLS vs COMP
+309.8%
+418.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -8.2% | -4.8% | -11.6% |
| 7D | -27.3% | -1.8% | -25.5% | -27.1% |
| 30D | -47.0% | -0.8% | -46.3% | -47.2% |
| 3M | -43.3% | -28.1% | -15.2% | -40.1% |
| 6M | -50.8% | +27.0% | -77.8% | -54.0% |
| YTD | -30.4% | -12.8% | -17.7% | -31.0% |
| 1Y | -41.7% | +4.9% | -46.6% | -44.2% |
| All | +728.5% | +309.8% | +418.7% | +487.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling