+7.1%
CRM vs CLS
+47.9%
-40.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | +1.3% | +4.6% | -3.3% | +1.2% |
| 30D | +34.3% | -13.9% | +48.2% | +34.2% |
| 3M | +37.7% | -26.6% | +64.3% | +38.1% |
| 6M | +34.9% | +15.4% | +19.5% | +35.5% |
| YTD | -1.6% | +5.7% | -7.3% | -0.7% |
| 1Y | +7.1% | +41.1% | -34.0% | +8.1% |
| All | +7.1% | +47.9% | -40.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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