-32.5%
CLS vs U
+18.8%
-51.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.8% |
| 7D | -13.9% | +24.4% | -38.2% | -18.4% |
| 30D | -38.2% | +7.4% | -45.6% | -39.2% |
| 3M | -28.8% | +16.8% | -45.6% | -31.6% |
| 6M | -40.4% | +78.8% | -119.1% | -49.1% |
| YTD | -24.3% | +14.0% | -38.2% | -21.2% |
| All | -32.5% | +18.8% | -51.3% | -33.0% |
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