-17.9%
CLS vs U
+33.7%
-51.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.2% | -10.6% | -6.3% |
| 7D | +16.3% | +2.6% | +13.7% | +15.7% |
| 30D | -25.7% | +27.6% | -53.2% | -29.6% |
| 3M | -30.9% | +15.3% | -46.2% | -33.1% |
| 6M | -35.5% | +96.4% | -131.9% | -45.3% |
| YTD | -18.7% | +19.6% | -38.3% | -17.0% |
| 1Y | -17.9% | +42.1% | -60.0% | -31.5% |
| All | -17.9% | +33.7% | -51.6% | -31.5% |
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