-29.6%
CLS vs SO
+3.3%
-32.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.7% | -8.4% | -9.6% |
| 7D | -21.1% | +1.7% | -22.9% | -20.0% |
| 30D | -38.2% | +11.1% | -49.4% | -33.5% |
| 3M | -36.3% | +0.7% | -37.0% | -35.8% |
| 6M | -43.8% | -1.4% | -42.4% | -43.4% |
| YTD | -20.0% | +9.4% | -29.4% | -15.2% |
| 1Y | -29.6% | +3.7% | -33.3% | -23.6% |
| All | -29.6% | +3.3% | -32.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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