+3,542.1%
CLS vs TE
-41.1%
+3,583.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.0% | -4.4% | +4.1% |
| 7D | +12.8% | +18.2% | -5.4% | +10.0% |
| 30D | +3.8% | -13.5% | +17.3% | +5.6% |
| 3M | -14.6% | -44.6% | +30.0% | -8.3% |
| 6M | +32.2% | -24.7% | +56.9% | +32.3% |
| YTD | +11.6% | -24.3% | +35.9% | +10.5% |
| 1Y | +35.1% | +155.6% | -120.5% | +7.8% |
| 3Y | +1,312.5% | -18.3% | +1,330.8% | +1,085.6% |
| 5Y | +3,542.1% | -41.3% | +3,583.4% | +2,692.0% |
| All | +3,542.1% | -41.1% | +3,583.1% | +2,692.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling