+14.5%
NET vs CLS
-28.7%
+43.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.1% | +6.5% | -0.7% |
| 7D | -16.4% | -21.1% | +4.8% | -12.2% |
| 30D | -25.8% | -38.2% | +12.4% | -18.4% |
| 3M | -11.5% | -36.3% | +24.8% | -4.0% |
| 6M | +18.9% | -43.8% | +62.7% | +30.4% |
| YTD | +35.2% | -20.0% | +55.2% | +37.2% |
| 1Y | +14.5% | -29.6% | +44.1% | +18.3% |
| All | +14.5% | -28.7% | +43.2% | +18.3% |
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