+36.7%
CLS vs ROP
-24.5%
+61.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +0.4% |
| 7D | +20.1% | -6.1% | +26.2% | +16.1% |
| 30D | +6.0% | -3.4% | +9.4% | +4.5% |
| 3M | -10.3% | +16.7% | -27.0% | -1.4% |
| 6M | +24.5% | +8.1% | +16.4% | +30.6% |
| YTD | +12.9% | -11.7% | +24.5% | +6.2% |
| 1Y | +36.7% | -24.2% | +60.9% | +15.2% |
| All | +36.7% | -24.5% | +61.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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