-35.9%
HOOD vs CLS
-28.7%
-7.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.5% | -4.5% | +1.4% |
| 7D | -3.2% | +2.8% | -6.0% | -4.1% |
| 30D | -22.6% | -30.1% | +7.5% | -14.4% |
| 3M | -10.4% | -21.7% | +11.4% | -5.0% |
| 6M | +4.7% | -36.2% | +40.9% | +14.2% |
| YTD | -25.2% | -17.8% | -7.4% | -28.5% |
| 1Y | -35.9% | -26.8% | -9.1% | -36.2% |
| All | -35.9% | -28.7% | -7.2% | -36.2% |
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