+8,600.6%
CLS vs TNA
+1,004.3%
+7,596.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +4.6% | -0.1% | +4.7% | +4.5% |
| 30D | -13.9% | -4.9% | -9.0% | -12.2% |
| 3M | -26.6% | +0.4% | -26.9% | -26.2% |
| 6M | +15.4% | +32.5% | -17.1% | +5.1% |
| YTD | +5.7% | +53.7% | -48.1% | -9.5% |
| 1Y | +41.1% | +65.1% | -24.0% | +17.7% |
| 3Y | +1,228.6% | +98.4% | +1,130.1% | +873.5% |
| 5Y | +3,240.6% | -22.5% | +3,263.1% | +2,898.9% |
| 10Y | +2,760.3% | +82.5% | +2,677.8% | +1,348.4% |
| All | +8,600.6% | +1,004.3% | +7,596.2% | +1,129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling