+2,751.0%
CLS vs TE
-80.5%
+2,831.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.3% | -4.9% |
| 7D | +16.3% | -19.1% | +35.4% | +20.0% |
| 30D | -25.7% | -34.1% | +8.5% | -20.8% |
| 3M | -30.9% | -60.1% | +29.3% | -20.8% |
| 6M | -35.5% | -66.0% | +30.5% | -26.3% |
| YTD | -18.7% | -71.4% | +52.7% | -7.0% |
| 1Y | -17.9% | -45.3% | +27.4% | -14.8% |
| 3Y | +838.1% | +9.1% | +829.0% | +678.1% |
| 5Y | +1,971.9% | -82.6% | +2,054.5% | +1,947.7% |
| All | +2,751.0% | -80.5% | +2,831.5% | +2,709.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling