-29.6%
CLS vs TE
-16.5%
-13.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.5% | -5.5% | -8.2% |
| 7D | -21.1% | +3.8% | -24.9% | -21.9% |
| 30D | -38.2% | -26.2% | -12.0% | -34.3% |
| 3M | -36.3% | -49.7% | +13.4% | -27.6% |
| 6M | -43.8% | -46.5% | +2.7% | -38.6% |
| YTD | -20.0% | -59.1% | +39.1% | -10.3% |
| 1Y | -29.6% | -25.8% | -3.8% | -37.0% |
| All | -29.6% | -16.5% | -13.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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