+32.8%
NET vs CLS
+47.9%
-15.1%
-36.8%
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% | -2.1% |
| 7D | -7.0% | +4.6% | -11.5% | -7.9% |
| 30D | -4.8% | -13.9% | +9.1% | -2.2% |
| 3M | +3.8% | -26.6% | +30.4% | +9.5% |
| 6M | +50.0% | +15.4% | +34.6% | +42.6% |
| YTD | +41.5% | +5.7% | +35.8% | +35.2% |
| 1Y | +32.8% | +41.1% | -8.3% | +14.7% |
| All | +32.8% | +47.9% | -15.1% | +14.7% |
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