+35.1%
CLS vs EW
+7.6%
+27.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.5% | +9.2% | +6.7% |
| 7D | +12.8% | -4.4% | +17.2% | +14.2% |
| 30D | +3.8% | -3.3% | +7.2% | +4.4% |
| 3M | -14.6% | +1.0% | -15.6% | -16.2% |
| 6M | +32.2% | +6.2% | +26.0% | +27.7% |
| YTD | +11.6% | +1.7% | +9.9% | +8.9% |
| 1Y | +35.1% | +8.1% | +26.9% | +31.8% |
| All | +35.1% | +7.6% | +27.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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