+36.7%
CLS vs UL
-8.6%
+45.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +0.5% |
| 7D | +20.1% | -3.2% | +23.3% | +18.7% |
| 30D | +6.0% | -0.6% | +6.6% | +6.0% |
| 3M | -10.3% | +9.4% | -19.7% | -5.5% |
| 6M | +24.5% | -4.1% | +28.6% | +23.5% |
| YTD | +12.9% | -2.0% | +14.8% | +17.0% |
| 1Y | +36.7% | -9.0% | +45.6% | +30.5% |
| All | +36.7% | -8.6% | +45.3% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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