-19.6%
CLS vs XE
-36.4%
+16.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +3.1% |
| 7D | +12.8% | +4.0% | +8.8% | +11.3% |
| 30D | +3.8% | -15.5% | +19.3% | +8.7% |
| 3M | -14.6% | -14.6% | 0.0% | -15.0% |
| All | -19.6% | -36.4% | +16.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 all: compounded portfolio wealth divided by compounded XE 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…
all analysis · Full analysis span regression · Available span rolling