+3,857.3%
CLS vs TE
-49.8%
+3,907.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.5% |
| 7D | +20.1% | +15.0% | +5.1% | +17.7% |
| 30D | +6.0% | -7.5% | +13.6% | +6.9% |
| 3M | -10.3% | -42.0% | +31.7% | -4.4% |
| 6M | +24.5% | -31.4% | +55.9% | +26.3% |
| YTD | +12.9% | -26.5% | +39.3% | +12.2% |
| 1Y | +36.7% | +153.1% | -116.4% | +10.6% |
| 3Y | +1,328.1% | -20.7% | +1,348.8% | +1,096.1% |
| 5Y | +3,682.3% | -45.4% | +3,727.8% | +3,113.9% |
| All | +3,857.3% | -49.8% | +3,907.1% | +3,289.2% |
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