-6.1%
F vs CLS
-26.6%
+20.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.4% |
| 7D | -3.1% | +16.3% | -19.4% | -4.1% |
| 30D | 0.0% | -25.7% | +25.7% | +1.7% |
| 3M | -13.2% | -30.9% | +17.6% | -11.5% |
| 6M | -10.2% | -35.5% | +25.3% | -8.5% |
| YTD | -4.9% | -18.7% | +13.8% | -6.9% |
| 1Y | -6.1% | -17.9% | +11.8% | -8.4% |
| All | -6.1% | -26.6% | +20.5% | -8.4% |
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