-29.6%
CLS vs MKTX
+5.4%
-35.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | 0.0% | -9.0% | -9.1% |
| 7D | -21.1% | +0.5% | -21.6% | -21.1% |
| 30D | -38.2% | +1.0% | -39.2% | -38.2% |
| 3M | -36.3% | +2.5% | -38.8% | -36.3% |
| 6M | -43.8% | +8.0% | -51.8% | -47.3% |
| YTD | -20.0% | -7.3% | -12.8% | -28.0% |
| 1Y | -29.6% | +4.7% | -34.3% | -38.1% |
| All | -29.6% | +5.4% | -35.0% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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