+28.5%
CLS vs TE
+136.1%
-107.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.7% | +4.2% | -1.5% |
| 7D | +5.0% | +0.9% | +4.1% | +4.8% |
| 30D | +4.8% | -16.3% | +21.1% | +7.2% |
| 3M | -10.4% | -40.8% | +30.4% | -4.6% |
| 6M | +20.8% | -42.6% | +63.4% | +28.3% |
| YTD | +10.0% | -31.4% | +41.5% | +13.7% |
| 1Y | +28.5% | +144.9% | -116.4% | +38.0% |
| All | +28.5% | +136.1% | -107.6% | +38.0% |
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