+35.1%
CLS vs SM
+46.7%
-11.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +6.1% |
| 7D | +12.8% | -0.2% | +12.9% | +12.7% |
| 30D | +3.8% | +31.5% | -27.7% | +7.4% |
| 3M | -14.6% | +17.3% | -32.0% | -12.1% |
| 6M | +32.2% | +48.5% | -16.3% | +37.9% |
| YTD | +11.6% | +106.3% | -94.6% | +16.9% |
| 1Y | +35.1% | +47.3% | -12.2% | +43.0% |
| All | +35.1% | +46.7% | -11.7% | +43.0% |
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