+35.1%
CLS vs SO
+0.5%
+34.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +6.4% |
| 7D | +12.8% | +1.0% | +11.8% | +13.6% |
| 30D | +3.8% | -3.2% | +7.0% | +0.9% |
| 3M | -14.6% | -1.7% | -12.9% | -16.0% |
| 6M | +32.2% | -7.2% | +39.4% | +25.8% |
| YTD | +11.6% | +4.6% | +7.1% | +18.8% |
| 1Y | +35.1% | +1.2% | +33.8% | +34.4% |
| All | +35.1% | +0.5% | +34.5% | +34.4% |
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