+53.9%
F vs CLS
+3,233.5%
-3,179.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +5.3% | +4.6% | +0.8% | +4.3% |
| 30D | +4.6% | -13.9% | +18.5% | +6.8% |
| 3M | -3.7% | -26.6% | +22.9% | +0.4% |
| 6M | +16.8% | +15.4% | +1.4% | +9.7% |
| YTD | +15.3% | +5.7% | +9.6% | +8.9% |
| 1Y | +31.0% | +41.1% | -10.1% | +13.3% |
| 3Y | +45.4% | +1,228.6% | -1,183.1% | -49.5% |
| All | +53.9% | +3,233.5% | -3,179.6% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling