-35.3%
CLS vs M
+25.7%
-61.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.1% | -0.2% | +6.3% |
| 7D | -10.6% | +2.5% | -13.1% | -10.9% |
| 30D | -38.4% | +10.1% | -48.5% | -39.6% |
| 3M | -29.9% | -0.9% | -28.9% | -29.7% |
| 6M | -40.6% | +30.2% | -70.8% | -44.4% |
| YTD | -24.6% | +16.3% | -40.9% | -30.6% |
| All | -35.3% | +25.7% | -61.0% | -40.9% |
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