-35.3%
CLS vs EXE
-22.4%
-12.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.6% | +6.2% | +8.0% |
| 7D | -10.6% | -3.9% | -6.6% | -11.1% |
| 30D | -38.4% | -2.6% | -35.9% | -38.7% |
| 3M | -29.9% | -6.9% | -23.0% | -30.9% |
| 6M | -40.6% | -9.3% | -31.3% | -41.4% |
| YTD | -24.6% | -20.7% | -3.9% | -24.0% |
| All | -35.3% | -22.4% | -12.9% | -32.6% |
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