+1,225.8%
CLS vs CP
+17.1%
+1,208.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | -2.7% | +7.2% | +5.9% |
| 30D | -13.9% | +0.2% | -14.1% | -13.9% |
| 3M | -26.6% | +2.6% | -29.1% | -27.9% |
| 6M | +15.4% | +6.0% | +9.4% | +10.9% |
| YTD | +5.7% | +24.9% | -19.3% | -8.6% |
| 1Y | +41.1% | +20.1% | +21.0% | +25.2% |
| All | +1,225.8% | +17.1% | +1,208.7% | +1,068.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling