-35.3%
CLS vs S
+38.4%
-73.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.0% | -0.2% | +7.2% |
| 7D | -10.6% | +1.6% | -12.1% | -10.7% |
| 30D | -38.4% | -10.5% | -28.0% | -38.4% |
| 3M | -29.9% | +9.9% | -39.8% | -29.2% |
| 6M | -40.6% | +41.8% | -82.4% | -39.9% |
| YTD | -24.6% | +56.8% | -81.4% | -21.5% |
| All | -35.3% | +38.4% | -73.7% | -30.0% |
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