-29.6%
CLS vs S
+36.5%
-66.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.6% | -10.7% | -9.1% |
| 7D | -21.1% | -8.2% | -12.9% | -20.9% |
| 30D | -38.2% | -7.6% | -30.6% | -38.1% |
| 3M | -36.3% | +12.0% | -48.3% | -35.6% |
| 6M | -43.8% | +50.6% | -94.4% | -43.1% |
| YTD | -20.0% | +56.6% | -76.6% | -16.7% |
| 1Y | -29.6% | +39.2% | -68.8% | -25.3% |
| All | -29.6% | +36.5% | -66.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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