-6.4%
T vs CLS
-28.7%
+22.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.1% | +11.1% | +1.2% |
| 7D | +5.5% | -21.1% | +26.6% | +3.4% |
| 30D | -8.9% | -38.2% | +29.3% | -12.5% |
| 3M | -5.6% | -36.3% | +30.7% | -8.7% |
| 6M | -14.3% | -43.8% | +29.5% | -17.1% |
| YTD | -7.9% | -20.0% | +12.1% | -7.8% |
| 1Y | -6.4% | -29.6% | +23.2% | -6.7% |
| All | -6.4% | -28.7% | +22.3% | -6.7% |
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