+41.1%
CLS vs O
+11.2%
+29.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.2% |
| 7D | +4.6% | -0.7% | +5.3% | +4.0% |
| 30D | -13.9% | -1.9% | -12.0% | -15.2% |
| 3M | -26.6% | +3.8% | -30.4% | -25.3% |
| 6M | +15.4% | -4.7% | +20.2% | +14.6% |
| YTD | +5.7% | +12.5% | -6.8% | +13.8% |
| 1Y | +41.1% | +10.8% | +30.3% | +45.5% |
| All | +41.1% | +11.2% | +29.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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