-17.9%
CLS vs VSXY
+202.3%
-220.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.6% |
| 7D | +16.3% | -1.7% | +18.0% | +16.5% |
| 30D | -25.7% | +20.1% | -45.8% | -27.7% |
| 3M | -30.9% | +16.6% | -47.5% | -32.8% |
| 6M | -35.5% | +134.9% | -170.4% | -46.5% |
| YTD | -18.7% | +96.0% | -114.7% | -31.5% |
| 1Y | -17.9% | +203.8% | -221.7% | -30.6% |
| All | -17.9% | +202.3% | -220.2% | -30.6% |
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