-29.6%
CLS vs RUN
-53.7%
+24.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.3% | -10.3% | -9.4% |
| 7D | -21.1% | +18.5% | -39.6% | -25.0% |
| 30D | -38.2% | +15.5% | -53.7% | -40.8% |
| 3M | -36.3% | -20.3% | -16.0% | -32.5% |
| 6M | -43.8% | -30.8% | -13.0% | -38.7% |
| YTD | -20.0% | -52.2% | +32.2% | -10.5% |
| 1Y | -29.6% | -53.9% | +24.3% | -20.5% |
| All | -29.6% | -53.7% | +24.1% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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