+848.2%
CLS vs U
+87.9%
+760.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.4% | +9.9% | +8.8% |
| 7D | +2.8% | +16.9% | -14.2% | -2.0% |
| 30D | -30.1% | +6.4% | -36.5% | -31.7% |
| 3M | -21.7% | +13.2% | -34.9% | -25.0% |
| 6M | -36.2% | +84.8% | -121.0% | -47.0% |
| YTD | -17.8% | +12.4% | -30.2% | -24.0% |
| 1Y | -26.8% | +19.8% | -46.6% | -33.2% |
| All | +848.2% | +87.9% | +760.2% | +637.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling