-29.6%
CLS vs VSXY
+210.1%
-239.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.4% | -17.4% | -10.2% |
| 7D | -21.1% | +14.2% | -35.3% | -22.8% |
| 30D | -38.2% | +21.9% | -60.1% | -40.3% |
| 3M | -36.3% | +22.1% | -58.4% | -38.9% |
| 6M | -43.8% | +116.7% | -160.5% | -53.4% |
| YTD | -20.0% | +101.1% | -121.2% | -34.5% |
| 1Y | -29.6% | +208.0% | -237.6% | -49.8% |
| All | -29.6% | +210.1% | -239.7% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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