-24.1%
CLS vs RF
+18.0%
-42.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.0% | +4.6% |
| 7D | +23.5% | +0.4% | +23.2% | +23.5% |
| 30D | -28.9% | +5.6% | -34.5% | -29.6% |
| 3M | -25.2% | -8.9% | -16.3% | -23.3% |
| 6M | -32.1% | +7.1% | -39.2% | -33.8% |
| YTD | -14.1% | +8.3% | -22.4% | -20.0% |
| 1Y | -24.1% | +16.8% | -40.9% | -32.3% |
| All | -24.1% | +18.0% | -42.1% | -32.3% |
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