-17.9%
CLS vs CP
+31.6%
-49.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.5% |
| 7D | +16.3% | +2.1% | +14.1% | +16.7% |
| 30D | -25.7% | +9.3% | -35.0% | -24.6% |
| 3M | -30.9% | +0.5% | -31.3% | -30.5% |
| 6M | -35.5% | +10.4% | -45.9% | -34.6% |
| YTD | -18.7% | +28.7% | -47.4% | -9.2% |
| 1Y | -17.9% | +33.2% | -51.1% | -11.0% |
| All | -17.9% | +31.6% | -49.5% | -11.0% |
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