-29.6%
CLS vs CPB
-18.4%
-11.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.9% | -15.0% | -5.4% |
| 7D | -21.1% | +13.0% | -34.1% | -14.6% |
| 30D | -38.2% | +20.5% | -58.7% | -30.0% |
| 3M | -36.3% | +2.2% | -38.5% | -33.5% |
| 6M | -43.8% | +15.4% | -59.2% | -36.8% |
| YTD | -20.0% | -12.3% | -7.7% | -22.5% |
| 1Y | -29.6% | -18.0% | -11.6% | -35.1% |
| All | -29.6% | -18.4% | -11.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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