+2,913.4%
CLS vs TE
-79.9%
+2,993.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.5% | +12.1% | +5.8% |
| 7D | +23.5% | -13.6% | +37.1% | +26.1% |
| 30D | -28.9% | -37.7% | +8.7% | -23.6% |
| 3M | -25.2% | -59.8% | +34.6% | -14.5% |
| 6M | -32.1% | -66.3% | +34.2% | -22.3% |
| YTD | -14.1% | -70.5% | +56.4% | -2.2% |
| 1Y | -24.1% | -48.8% | +24.8% | -20.5% |
| 3Y | +897.0% | +31.3% | +865.6% | +706.0% |
| 5Y | +2,089.9% | -82.0% | +2,172.0% | +2,053.3% |
| All | +2,913.4% | -79.9% | +2,993.3% | +2,854.3% |
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