-9.3%
T vs CLS
+19.5%
-28.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -1.9% |
| 7D | -1.3% | +4.6% | -5.8% | -0.9% |
| 30D | +11.4% | -13.9% | +25.3% | +10.3% |
| 3M | +14.3% | -26.6% | +40.9% | +13.3% |
| 6M | -9.3% | +15.4% | -24.7% | -8.5% |
| All | -9.3% | +19.5% | -28.8% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling