+75.7%
V vs CLS
+895.8%
-820.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +13.5% | -14.1% | -0.7% |
| 7D | -0.4% | +23.5% | -23.9% | -0.5% |
| 30D | +6.3% | -28.9% | +35.2% | +6.7% |
| 3M | +17.2% | -25.2% | +42.3% | +17.4% |
| 6M | +29.2% | -32.1% | +61.3% | +29.4% |
| YTD | +20.8% | -14.1% | +34.9% | +19.3% |
| 1Y | +25.0% | -24.1% | +49.1% | +23.9% |
| All | +75.7% | +895.8% | -820.1% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling