+27.8%
CLS vs D
+18.4%
+9.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.7% |
| 7D | +4.6% | +1.5% | +3.1% | +5.1% |
| 30D | -13.9% | -2.6% | -11.3% | -15.1% |
| 3M | -26.6% | 0.0% | -26.6% | -26.5% |
| 6M | +15.4% | +7.4% | +8.1% | +18.7% |
| YTD | +5.7% | +15.9% | -10.2% | +15.7% |
| All | +27.8% | +18.4% | +9.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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