+77.6%
V vs CLS
+703.9%
-626.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +2.2% | -22.2% | +24.4% | +2.4% |
| 30D | +13.6% | -44.4% | +58.0% | +14.2% |
| 3M | +14.3% | -34.3% | +48.6% | +14.6% |
| 6M | +33.1% | -50.1% | +83.2% | +34.0% |
| YTD | +21.2% | -30.1% | +51.3% | +20.0% |
| 1Y | +26.4% | -39.3% | +65.8% | +25.6% |
| 3Y | +77.6% | +732.7% | -655.1% | +42.4% |
| All | +77.6% | +703.9% | -626.3% | +42.4% |
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