-24.1%
CLS vs CP
+33.3%
-57.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.7% |
| 7D | +23.5% | +0.9% | +22.6% | +23.6% |
| 30D | -28.9% | +10.3% | -39.3% | -28.2% |
| 3M | -25.2% | +2.3% | -27.4% | -24.7% |
| 6M | -32.1% | +10.7% | -42.8% | -31.7% |
| YTD | -14.1% | +29.3% | -43.4% | -7.5% |
| 1Y | -24.1% | +31.5% | -55.5% | -19.9% |
| All | -24.1% | +33.3% | -57.3% | -19.9% |
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