+1,599.1%
CLS vs TLN
+683.0%
+916.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +7.2% | +0.6% | +3.4% |
| 7D | -10.6% | +9.1% | -19.6% | -15.0% |
| 30D | -38.4% | -4.1% | -34.4% | -36.4% |
| 3M | -29.9% | +4.4% | -34.3% | -31.8% |
| 6M | -40.6% | -6.0% | -34.6% | -39.7% |
| YTD | -24.6% | -3.1% | -21.5% | -27.1% |
| 1Y | -30.8% | -6.1% | -24.7% | -31.5% |
| 3Y | +811.7% | +575.3% | +236.4% | +204.1% |
| All | +1,599.1% | +683.0% | +916.1% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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