-29.6%
CLS vs PR
+87.5%
-117.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -6.5% | -2.5% | -9.5% |
| 7D | -21.1% | -12.1% | -9.0% | -22.1% |
| 30D | -38.2% | +0.9% | -39.1% | -37.7% |
| 3M | -36.3% | +10.1% | -46.4% | -34.8% |
| 6M | -43.8% | +1.1% | -44.9% | -43.1% |
| YTD | -20.0% | +63.7% | -83.7% | -16.6% |
| 1Y | -29.6% | +87.0% | -116.6% | -25.0% |
| All | -29.6% | +87.5% | -117.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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