+838.1%
CLS vs TNA
+138.6%
+699.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.9% |
| 7D | +16.3% | +3.7% | +12.6% | +14.0% |
| 30D | -25.7% | +4.4% | -30.0% | -27.5% |
| 3M | -30.9% | -26.7% | -4.2% | -19.3% |
| 6M | -35.5% | -12.8% | -22.7% | -30.7% |
| YTD | -18.7% | +22.7% | -41.4% | -26.9% |
| 1Y | -17.9% | +35.7% | -53.6% | -29.3% |
| 3Y | +838.1% | +134.6% | +703.5% | +526.1% |
| All | +838.1% | +138.6% | +699.5% | +526.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling