+2,544.4%
CLS vs TE
-76.6%
+2,621.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.0% | +10.8% | +8.3% |
| 7D | -10.6% | -10.5% | 0.0% | -8.9% |
| 30D | -38.4% | -32.4% | -6.0% | -34.6% |
| 3M | -29.9% | -60.9% | +31.0% | -19.8% |
| 6M | -40.6% | -62.8% | +22.2% | -33.1% |
| YTD | -24.6% | -65.7% | +41.1% | -16.0% |
| 1Y | -30.8% | -39.9% | +9.1% | -29.4% |
| 3Y | +811.7% | +10.6% | +801.1% | +644.8% |
| 5Y | +1,838.4% | -79.7% | +1,918.1% | +1,767.6% |
| All | +2,544.4% | -76.6% | +2,621.0% | +2,436.0% |
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 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