-17.9%
CLS vs TE
-49.1%
+31.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.3% | -4.7% |
| 7D | +16.3% | -19.1% | +35.4% | +21.7% |
| 30D | -25.7% | -34.1% | +8.5% | -18.7% |
| 3M | -30.9% | -60.1% | +29.3% | -16.9% |
| 6M | -35.5% | -66.0% | +30.5% | -21.4% |
| YTD | -18.7% | -71.4% | +52.7% | 0.0% |
| 1Y | -17.9% | -45.3% | +27.4% | -16.4% |
| All | -17.9% | -49.1% | +31.2% | -16.4% |
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