+3,616.8%
CLS vs TDY
+34.3%
+3,582.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | +5.0% | -1.9% | +6.8% | +6.4% |
| 30D | +4.8% | -12.5% | +17.3% | +16.2% |
| 3M | -10.4% | -0.8% | -9.6% | -9.4% |
| 6M | +20.8% | -9.0% | +29.8% | +30.8% |
| YTD | +10.0% | +16.8% | -6.8% | -1.4% |
| 1Y | +28.5% | +9.5% | +19.1% | +20.0% |
| 3Y | +1,292.2% | +45.4% | +1,246.8% | +969.7% |
| 5Y | +3,616.8% | +37.8% | +3,579.0% | +2,666.9% |
| All | +3,616.8% | +34.3% | +3,582.5% | +2,666.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling