+848.2%
CLS vs P
+193.5%
+654.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.4% | +4.1% | +6.0% |
| 7D | +2.8% | -4.7% | +7.5% | +5.7% |
| 30D | -30.1% | -31.4% | +1.3% | -13.7% |
| 3M | -21.7% | -2.6% | -19.1% | -21.4% |
| 6M | -36.2% | +21.9% | -58.2% | -44.8% |
| YTD | -17.8% | +58.9% | -76.8% | -39.5% |
| 1Y | -26.8% | +21.7% | -48.5% | -39.9% |
| All | +848.2% | +193.5% | +654.7% | +406.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling