+1,225.8%
CLS vs S
+16.9%
+1,208.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +4.6% | -7.7% | +12.3% | +7.2% |
| 30D | -13.9% | -5.3% | -8.6% | -12.8% |
| 3M | -26.6% | +20.3% | -46.8% | -31.7% |
| 6M | +15.4% | +47.4% | -32.0% | -2.7% |
| YTD | +5.7% | +32.5% | -26.9% | -7.7% |
| 1Y | +41.1% | +9.5% | +31.6% | +32.3% |
| All | +1,225.8% | +16.9% | +1,208.8% | +1,107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling