-35.3%
CLS vs RF
+20.4%
-55.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.2% | +5.7% | +7.5% |
| 7D | -10.6% | -0.1% | -10.4% | -10.5% |
| 30D | -38.4% | +7.0% | -45.5% | -39.1% |
| 3M | -29.9% | -7.0% | -22.8% | -28.4% |
| 6M | -40.6% | +6.8% | -47.4% | -41.9% |
| YTD | -24.6% | +9.9% | -34.5% | -30.0% |
| All | -35.3% | +20.4% | -55.7% | -43.5% |
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