-0.8%
F vs CLS
-41.5%
+40.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +1.6% | -22.2% | +23.7% | +3.0% |
| 30D | +2.6% | -44.4% | +47.0% | +6.3% |
| 3M | -8.8% | -34.3% | +25.5% | -7.1% |
| 6M | +4.6% | -50.1% | +54.7% | +8.4% |
| YTD | -1.9% | -30.1% | +28.2% | -2.5% |
| 1Y | -0.8% | -39.3% | +38.6% | -1.0% |
| All | -0.8% | -41.5% | +40.7% | -1.0% |
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