+24.5%
CLS vs EQT
-11.8%
+36.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +0.9% |
| 7D | +20.1% | -2.0% | +22.1% | +19.5% |
| 30D | +6.0% | +1.0% | +5.0% | +6.4% |
| 3M | -10.3% | +4.0% | -14.3% | -9.0% |
| 6M | +24.5% | -11.7% | +36.2% | +31.3% |
| All | +24.5% | -11.8% | +36.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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