-39.3%
CLS vs U
+24.4%
-63.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.6% |
| 7D | -22.2% | +36.6% | -58.7% | -28.2% |
| 30D | -44.4% | +13.3% | -57.7% | -46.0% |
| 3M | -34.3% | +26.2% | -60.5% | -38.2% |
| 6M | -50.1% | +88.7% | -138.8% | -58.3% |
| YTD | -30.1% | +16.6% | -46.7% | -27.7% |
| 1Y | -39.3% | +29.0% | -68.3% | -43.2% |
| All | -39.3% | +24.4% | -63.7% | -43.2% |
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