+36.7%
CLS vs EXE
+4.5%
+32.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +0.9% |
| 7D | +20.1% | -2.7% | +22.8% | +19.6% |
| 30D | +6.0% | -0.4% | +6.4% | +6.1% |
| 3M | -10.3% | +9.5% | -19.8% | -9.6% |
| 6M | +24.5% | -9.3% | +33.8% | +26.7% |
| YTD | +12.9% | -10.9% | +23.8% | +15.0% |
| 1Y | +36.7% | +4.3% | +32.4% | +40.6% |
| All | +36.7% | +4.5% | +32.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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