-32.1%
CLS vs CP
+11.7%
-43.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.9% |
| 7D | +23.5% | +0.9% | +22.6% | +23.7% |
| 30D | -28.9% | +10.3% | -39.3% | -25.9% |
| 3M | -25.2% | +2.3% | -27.4% | -23.9% |
| 6M | -32.1% | +10.7% | -42.8% | -28.4% |
| All | -32.1% | +11.7% | -43.8% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling