+3,682.3%
CLS vs TNA
-22.1%
+3,704.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +2.9% |
| 7D | +20.1% | -3.6% | +23.7% | +21.9% |
| 30D | +6.0% | -10.1% | +16.1% | +10.9% |
| 3M | -10.3% | +2.7% | -13.0% | -11.0% |
| 6M | +24.5% | +38.4% | -13.9% | +9.3% |
| YTD | +12.9% | +45.4% | -32.6% | -3.9% |
| 1Y | +36.7% | +55.9% | -19.3% | +12.9% |
| 3Y | +1,328.1% | +109.8% | +1,218.3% | +877.2% |
| 5Y | +3,682.3% | -22.5% | +3,704.8% | +3,139.2% |
| All | +3,682.3% | -22.1% | +3,704.5% | +3,139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling