+15.4%
CLS vs PM
+4.6%
+10.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | -0.2% |
| 7D | +4.6% | -4.9% | +9.4% | +2.1% |
| 30D | -13.9% | -3.4% | -10.5% | -15.2% |
| 3M | -26.6% | +5.2% | -31.7% | -24.3% |
| 6M | +15.4% | +3.7% | +11.7% | +25.0% |
| All | +15.4% | +4.6% | +10.8% | +25.0% |
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