-29.6%
CLS vs USFR
+4.1%
-33.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | 0.0% | -9.1% | -9.1% |
| 7D | -21.1% | +0.1% | -21.2% | -20.2% |
| 30D | -38.2% | +0.4% | -38.6% | -35.8% |
| 3M | -36.3% | +1.1% | -37.4% | -28.2% |
| 6M | -43.8% | +2.0% | -45.8% | -31.8% |
| YTD | -20.0% | +3.4% | -23.4% | -34.9% |
| 1Y | -29.6% | +4.1% | -33.7% | -75.3% |
| All | -29.6% | +4.1% | -33.7% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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