-50.1%
CLS vs PM
+17.8%
-67.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | -0.8% |
| 7D | -22.2% | -5.2% | -16.9% | -25.3% |
| 30D | -44.4% | +2.7% | -47.1% | -42.0% |
| 3M | -34.3% | +5.2% | -39.5% | -29.7% |
| 6M | -50.1% | +17.0% | -67.1% | -41.6% |
| All | -50.1% | +17.8% | -67.8% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling