+41.1%
CLS vs EAT
+37.5%
+3.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +4.6% | 0.0% | +4.6% | +4.5% |
| 30D | -13.9% | +1.9% | -15.8% | -14.4% |
| 3M | -26.6% | +68.7% | -95.2% | -33.8% |
| 6M | +15.4% | +66.9% | -51.5% | +4.7% |
| YTD | +5.7% | +60.4% | -54.7% | -2.7% |
| 1Y | +41.1% | +44.0% | -2.9% | +23.3% |
| All | +41.1% | +37.5% | +3.7% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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