-50.8%
CLS vs PR
-3.2%
-47.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.9% | -8.2% | -12.7% |
| 7D | -27.3% | -16.5% | -10.7% | -27.4% |
| 30D | -47.0% | -4.5% | -42.5% | -46.2% |
| 3M | -43.3% | +8.5% | -51.9% | -41.6% |
| 6M | -50.8% | -3.3% | -47.4% | -46.4% |
| All | -50.8% | -3.2% | -47.6% | -46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling