-29.6%
CLS vs ROL
-34.1%
+4.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.8% | -11.8% | -7.8% |
| 7D | -21.1% | +14.6% | -35.7% | -16.1% |
| 30D | -38.2% | +29.3% | -67.5% | -31.5% |
| 3M | -36.3% | +2.0% | -38.3% | -33.3% |
| 6M | -43.8% | -28.5% | -15.3% | -41.2% |
| YTD | -20.0% | -35.3% | +15.3% | -13.7% |
| 1Y | -29.6% | -34.7% | +5.1% | -27.1% |
| All | -29.6% | -34.1% | +4.5% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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