-35.3%
CLS vs Z
-58.2%
+22.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.8% | +4.1% | +7.8% |
| 7D | -10.6% | -5.2% | -5.4% | -10.2% |
| 30D | -38.4% | +5.7% | -44.2% | -38.5% |
| 3M | -29.9% | -8.7% | -21.1% | -29.3% |
| 6M | -40.6% | -26.0% | -14.7% | -37.0% |
| YTD | -24.6% | -55.0% | +30.5% | -16.4% |
| All | -35.3% | -58.2% | +22.9% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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