-17.9%
CLS vs TEM
+3.5%
-21.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.7% | +0.3% | -3.7% |
| 7D | +16.3% | -5.9% | +22.1% | +18.2% |
| 30D | -25.7% | +4.8% | -30.5% | -26.6% |
| 3M | -30.9% | +31.9% | -62.7% | -38.2% |
| 6M | -35.5% | +56.0% | -91.5% | -47.9% |
| YTD | -18.7% | +21.3% | -40.0% | -32.4% |
| 1Y | -17.9% | +5.4% | -23.3% | -18.4% |
| All | -17.9% | +3.5% | -21.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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