-29.6%
CLS vs PM
+48.8%
-78.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.6% | -10.6% | -8.1% |
| 7D | -21.1% | +4.3% | -25.4% | -19.0% |
| 30D | -38.2% | +11.5% | -49.7% | -33.8% |
| 3M | -36.3% | +13.0% | -49.3% | -31.1% |
| 6M | -43.8% | +25.9% | -69.7% | -36.1% |
| YTD | -20.0% | +34.0% | -54.0% | -1.4% |
| 1Y | -29.6% | +46.9% | -76.5% | -4.8% |
| All | -29.6% | +48.8% | -78.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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