+15.4%
CLS vs P
+59.3%
-43.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | 0.0% |
| 7D | +4.6% | +6.5% | -2.0% | +1.0% |
| 30D | -13.9% | +18.8% | -32.7% | -25.6% |
| 3M | -26.6% | +26.7% | -53.3% | -39.7% |
| 6M | +15.4% | +62.2% | -46.8% | -28.5% |
| All | +15.4% | +59.3% | -43.9% | -28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling