-39.3%
CLS vs PL
-3.5%
-35.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -2.4% |
| 7D | -22.2% | -6.8% | -15.3% | -20.5% |
| 30D | -44.4% | -29.3% | -15.1% | -39.1% |
| 3M | -34.3% | -44.8% | +10.5% | -24.0% |
| 6M | -50.1% | -68.4% | +18.3% | -35.8% |
| YTD | -30.1% | -36.4% | +6.3% | -25.9% |
| 1Y | -39.3% | +0.7% | -40.1% | -45.0% |
| All | -39.3% | -3.5% | -35.8% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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