+774.9%
CLS vs CP
+32.1%
+742.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.0% | +5.8% | +7.0% |
| 7D | -10.6% | +2.8% | -13.3% | -11.7% |
| 30D | -38.4% | +11.3% | -49.8% | -41.6% |
| 3M | -29.9% | +2.9% | -32.7% | -31.0% |
| 6M | -40.6% | +9.8% | -50.4% | -44.0% |
| YTD | -24.6% | +28.5% | -53.1% | -35.9% |
| 1Y | -30.8% | +33.5% | -64.3% | -42.6% |
| All | +774.9% | +32.1% | +742.8% | +614.4% |
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