-29.6%
CLS vs M
+36.6%
-66.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.6% | -16.7% | -10.2% |
| 7D | -21.1% | +8.3% | -29.4% | -22.3% |
| 30D | -38.2% | +14.2% | -52.4% | -39.9% |
| 3M | -36.3% | -1.1% | -35.2% | -35.9% |
| 6M | -43.8% | +36.6% | -80.4% | -48.5% |
| YTD | -20.0% | +19.8% | -39.8% | -26.7% |
| 1Y | -29.6% | +37.2% | -66.8% | -39.7% |
| All | -29.6% | +36.6% | -66.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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