-35.3%
CLS vs SM
+62.4%
-97.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.7% | +10.6% | +7.7% |
| 7D | -10.6% | -22.3% | +11.7% | -12.5% |
| 30D | -38.4% | -21.4% | -17.1% | -39.5% |
| 3M | -29.9% | +1.4% | -31.2% | -28.5% |
| 6M | -40.6% | +0.1% | -40.8% | -38.9% |
| YTD | -24.6% | +59.0% | -83.5% | -22.6% |
| All | -35.3% | +62.4% | -97.7% | -32.4% |
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