-35.0%
CLS vs TPR
+31.0%
-66.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -13.9% | +12.1% | -25.9% | -15.4% |
| 30D | -38.2% | +16.7% | -54.9% | -39.9% |
| 3M | -28.8% | -17.4% | -11.4% | -23.4% |
| 6M | -40.4% | +2.3% | -42.7% | -43.8% |
| YTD | -24.3% | +7.1% | -31.4% | -32.4% |
| 1Y | -35.0% | +29.5% | -64.5% | -53.1% |
| All | -35.0% | +31.0% | -66.0% | -53.1% |
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