+3,605.2%
CLS vs TE
-53.0%
+3,658.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +4.6% | -4.0% | +8.5% | +5.2% |
| 30D | -13.9% | -15.9% | +2.0% | -12.1% |
| 3M | -26.6% | -60.5% | +34.0% | -17.4% |
| 6M | +15.4% | -35.2% | +50.6% | +18.1% |
| YTD | +5.7% | -31.1% | +36.8% | +6.1% |
| 1Y | +41.1% | +148.6% | -107.5% | +14.5% |
| 3Y | +1,228.6% | -26.4% | +1,255.0% | +1,024.9% |
| 5Y | +3,240.6% | -48.0% | +3,288.7% | +2,765.4% |
| All | +3,605.2% | -53.0% | +3,658.2% | +3,104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling