-24.1%
CLS vs O
+9.6%
-33.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.0% |
| 7D | +23.5% | -0.4% | +23.9% | +22.9% |
| 30D | -28.9% | +8.3% | -37.2% | -22.5% |
| 3M | -25.2% | -4.0% | -21.2% | -25.7% |
| 6M | -32.1% | -2.6% | -29.5% | -30.9% |
| YTD | -14.1% | +9.9% | -24.0% | -6.8% |
| 1Y | -24.1% | +9.8% | -33.9% | -17.7% |
| All | -24.1% | +9.6% | -33.6% | -17.7% |
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