-29.6%
CLS vs CP
+35.2%
-64.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.5% | -12.5% | -8.4% |
| 7D | -21.1% | +5.6% | -26.7% | -20.3% |
| 30D | -38.2% | +10.0% | -48.3% | -37.4% |
| 3M | -36.3% | +4.4% | -40.7% | -35.6% |
| 6M | -43.8% | +14.1% | -57.9% | -43.3% |
| YTD | -20.0% | +29.1% | -49.1% | -13.6% |
| 1Y | -29.6% | +34.6% | -64.1% | -26.4% |
| All | -29.6% | +35.2% | -64.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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