-35.3%
CLS vs USB
+33.5%
-68.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.5% | +5.3% | +7.3% |
| 7D | -10.6% | +0.8% | -11.3% | -10.6% |
| 30D | -38.4% | +6.8% | -45.2% | -39.3% |
| 3M | -29.9% | -3.8% | -26.1% | -28.7% |
| 6M | -40.6% | +11.7% | -52.4% | -42.4% |
| YTD | -24.6% | +17.5% | -42.1% | -31.8% |
| All | -35.3% | +33.5% | -68.8% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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