-29.6%
CLS vs U
+17.5%
-47.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.9% | -13.9% | -10.3% |
| 7D | -21.1% | +7.5% | -28.6% | -22.7% |
| 30D | -38.2% | -7.0% | -31.2% | -37.1% |
| 3M | -36.3% | +20.6% | -56.9% | -40.0% |
| 6M | -43.8% | +53.2% | -97.0% | -50.7% |
| YTD | -20.0% | -3.9% | -16.2% | -15.8% |
| 1Y | -29.6% | +18.4% | -48.0% | -35.6% |
| All | -29.6% | +17.5% | -47.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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