+732.7%
CLS vs IR
+27.4%
+705.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.5% |
| 7D | -22.2% | +3.7% | -25.8% | -24.0% |
| 30D | -44.4% | +7.4% | -51.8% | -47.1% |
| 3M | -34.3% | -5.9% | -28.4% | -31.4% |
| 6M | -50.1% | +5.6% | -55.6% | -52.4% |
| YTD | -30.1% | +4.8% | -34.9% | -34.6% |
| 1Y | -39.3% | +6.9% | -46.3% | -44.1% |
| 3Y | +732.7% | +27.6% | +705.2% | +563.5% |
| All | +732.7% | +27.4% | +705.3% | +563.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling