-29.6%
CLS vs IR
+11.7%
-41.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.4% | -8.6% | -8.8% |
| 7D | -21.1% | +11.6% | -32.7% | -25.6% |
| 30D | -38.2% | +7.2% | -45.4% | -40.2% |
| 3M | -36.3% | -5.9% | -30.4% | -34.2% |
| 6M | -43.8% | +11.5% | -55.3% | -46.8% |
| YTD | -20.0% | +6.3% | -26.4% | -23.5% |
| 1Y | -29.6% | +9.1% | -38.7% | -31.7% |
| All | -29.6% | +11.7% | -41.3% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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