-26.8%
CLS vs P
+17.1%
-43.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.4% | +4.1% | +6.2% |
| 7D | +2.8% | -4.7% | +7.5% | +5.5% |
| 30D | -30.1% | -31.4% | +1.3% | -15.5% |
| 3M | -21.7% | -2.6% | -19.1% | -21.0% |
| 6M | -36.2% | +21.9% | -58.2% | -44.1% |
| YTD | -17.8% | +58.9% | -76.8% | -35.9% |
| 1Y | -26.8% | +21.7% | -48.5% | -39.7% |
| All | -26.8% | +17.1% | -43.9% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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