+271.0%
CLS vs TEM
+90.1%
+180.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | -1.2% |
| 7D | -22.2% | +5.3% | -27.5% | -23.1% |
| 30D | -44.4% | +8.1% | -52.5% | -45.2% |
| 3M | -34.3% | +64.9% | -99.2% | -42.2% |
| 6M | -50.1% | +42.1% | -92.2% | -55.0% |
| YTD | -30.1% | +28.8% | -58.9% | -36.4% |
| 1Y | -39.3% | +5.5% | -44.8% | -42.2% |
| All | +271.0% | +90.1% | +180.9% | +197.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling