+29.3%
V vs CLS
-28.7%
+58.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.1% | +12.9% | +3.4% |
| 7D | +9.0% | -21.1% | +30.1% | +7.9% |
| 30D | +18.1% | -38.2% | +56.3% | +15.9% |
| 3M | +18.3% | -36.3% | +54.6% | +16.6% |
| 6M | +34.1% | -43.8% | +77.9% | +32.2% |
| YTD | +25.2% | -20.0% | +45.3% | +23.2% |
| 1Y | +29.3% | -29.6% | +58.9% | +27.2% |
| All | +29.3% | -28.7% | +58.0% | +27.2% |
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