+28.5%
CLS vs TNA
+50.2%
-21.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -0.6% |
| 7D | +5.0% | -7.6% | +12.6% | +10.2% |
| 30D | +4.8% | -13.6% | +18.4% | +15.0% |
| 3M | -10.4% | +2.8% | -13.2% | -11.3% |
| 6M | +20.8% | +34.5% | -13.7% | +1.7% |
| YTD | +10.0% | +41.0% | -31.0% | -12.7% |
| 1Y | +28.5% | +52.0% | -23.5% | +0.3% |
| All | +28.5% | +50.2% | -21.7% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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