+1,770.4%
CLS vs TPR
+387.0%
+1,383.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | -13.9% | +12.1% | -25.9% | -17.8% |
| 30D | -38.2% | +16.7% | -54.9% | -42.1% |
| 3M | -28.8% | -17.4% | -11.4% | -25.4% |
| 6M | -40.4% | +2.3% | -42.7% | -42.9% |
| YTD | -24.3% | +7.1% | -31.4% | -28.8% |
| 1Y | -35.0% | +29.5% | -64.5% | -43.1% |
| 3Y | +778.7% | +415.0% | +363.6% | +361.6% |
| 5Y | +1,884.8% | +261.5% | +1,623.4% | +1,041.5% |
| All | +1,770.4% | +387.0% | +1,383.4% | +763.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling