-24.1%
CLS vs PM
+30.3%
-54.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.7% |
| 7D | +23.5% | -2.4% | +25.9% | +22.1% |
| 30D | -28.9% | -1.3% | -27.6% | -28.8% |
| 3M | -25.2% | +6.5% | -31.7% | -21.7% |
| 6M | -32.1% | +7.0% | -39.1% | -27.2% |
| YTD | -14.1% | +25.8% | -39.9% | +1.5% |
| 1Y | -24.1% | +30.9% | -55.0% | -5.4% |
| All | -24.1% | +30.3% | -54.4% | -5.4% |
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