-26.8%
CLS vs TPR
+28.7%
-55.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.7% | +10.2% | +8.7% |
| 7D | +2.8% | +6.4% | -3.7% | +1.9% |
| 30D | -30.1% | +13.8% | -43.8% | -31.6% |
| 3M | -21.7% | -16.6% | -5.1% | -16.8% |
| 6M | -36.2% | +0.7% | -36.9% | -39.8% |
| YTD | -17.8% | +5.3% | -23.2% | -26.5% |
| 1Y | -26.8% | +32.4% | -59.2% | -50.0% |
| All | -26.8% | +28.7% | -55.5% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling