-29.6%
CLS vs SM
+70.4%
-100.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -15.3% | +6.2% | -10.5% |
| 7D | -21.1% | -21.5% | +0.3% | -23.3% |
| 30D | -38.2% | -11.4% | -26.8% | -38.6% |
| 3M | -36.3% | +0.6% | -36.9% | -35.4% |
| 6M | -43.8% | +0.2% | -44.1% | -42.3% |
| YTD | -20.0% | +69.7% | -89.7% | -15.1% |
| 1Y | -29.6% | +71.6% | -101.2% | -24.3% |
| All | -29.6% | +70.4% | -100.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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