+1,249.5%
CLS vs XYZ
+46.5%
+1,202.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +5.0% | -5.2% | +10.1% | +7.0% |
| 30D | +4.8% | 0.0% | +4.8% | +4.4% |
| 3M | -10.4% | +18.7% | -29.1% | -16.4% |
| 6M | +20.8% | +20.5% | +0.3% | +11.7% |
| YTD | +10.0% | +21.5% | -11.5% | +0.1% |
| 1Y | +28.5% | +7.2% | +21.3% | +22.8% |
| All | +1,249.5% | +46.5% | +1,202.9% | +1,037.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling