-29.6%
CLS vs TDY
+22.9%
-52.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.8% | -4.3% | -4.2% |
| 7D | -21.1% | -5.0% | -16.1% | -16.7% |
| 30D | -38.2% | +2.0% | -40.2% | -39.1% |
| 3M | -36.3% | -7.7% | -28.6% | -30.8% |
| 6M | -43.8% | -0.9% | -42.9% | -42.8% |
| YTD | -20.0% | +23.7% | -43.8% | -34.7% |
| 1Y | -29.6% | +23.6% | -53.2% | -42.3% |
| All | -29.6% | +22.9% | -52.5% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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