-29.6%
CLS vs XYZ
+19.9%
-49.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +15.3% | -24.4% | -13.1% |
| 7D | -21.1% | +16.5% | -37.7% | -25.0% |
| 30D | -38.2% | +15.0% | -53.2% | -40.9% |
| 3M | -36.3% | +3.5% | -39.8% | -36.8% |
| 6M | -43.8% | +21.9% | -65.7% | -47.6% |
| YTD | -20.0% | +34.6% | -54.7% | -25.9% |
| 1Y | -29.6% | +20.7% | -50.3% | -27.7% |
| All | -29.6% | +19.9% | -49.5% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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