-29.6%
CLS vs RF
+25.4%
-55.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.5% | -10.6% | -9.2% |
| 7D | -21.1% | +2.3% | -23.4% | -21.3% |
| 30D | -38.2% | +7.2% | -45.5% | -38.9% |
| 3M | -36.3% | -8.2% | -28.1% | -34.7% |
| 6M | -43.8% | +7.0% | -50.8% | -44.9% |
| YTD | -20.0% | +10.3% | -30.3% | -25.4% |
| 1Y | -29.6% | +25.1% | -54.7% | -39.0% |
| All | -29.6% | +25.4% | -55.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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