-35.3%
CLS vs CPB
-20.9%
-14.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.0% | +7.1% |
| 7D | -10.6% | +3.3% | -13.8% | -8.3% |
| 30D | -38.4% | +19.0% | -57.4% | -30.9% |
| 3M | -29.9% | +0.4% | -30.3% | -27.4% |
| 6M | -40.6% | +13.0% | -53.6% | -34.2% |
| YTD | -24.6% | -12.7% | -11.9% | -27.2% |
| All | -35.3% | -20.9% | -14.4% | -42.3% |
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