+732.7%
CLS vs PL
+455.3%
+277.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -1.9% |
| 7D | -22.2% | -6.8% | -15.3% | -20.7% |
| 30D | -44.4% | -29.3% | -15.1% | -39.7% |
| 3M | -34.3% | -44.8% | +10.5% | -25.2% |
| 6M | -50.1% | -68.4% | +18.3% | -37.0% |
| YTD | -30.1% | -36.4% | +6.3% | -25.8% |
| 1Y | -39.3% | +0.7% | -40.1% | -42.2% |
| 3Y | +732.7% | +455.3% | +277.4% | +390.3% |
| All | +732.7% | +455.3% | +277.4% | +390.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling