-24.1%
CLS vs Q
+27.2%
-51.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.1% | +7.6% | +6.9% |
| 7D | +23.5% | +11.5% | +12.0% | +13.3% |
| 30D | -28.9% | -0.2% | -28.8% | -28.4% |
| 3M | -25.2% | -13.6% | -11.6% | -16.2% |
| 6M | -32.1% | -27.0% | -5.0% | -15.3% |
| YTD | -14.1% | +50.5% | -64.6% | -37.2% |
| 1Y | -24.1% | +33.8% | -57.8% | -38.2% |
| All | -24.1% | +27.2% | -51.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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