+3,269.5%
CLS vs TPR
+239.8%
+3,029.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | -2.3% | +6.9% | +5.6% |
| 30D | -13.9% | -23.0% | +9.1% | -5.0% |
| 3M | -26.6% | -12.5% | -14.1% | -24.2% |
| 6M | +15.4% | -21.4% | +36.8% | +25.1% |
| YTD | +5.7% | -3.5% | +9.2% | +3.3% |
| 1Y | +41.1% | +17.4% | +23.8% | +24.7% |
| 3Y | +1,228.6% | +291.3% | +937.3% | +556.5% |
| All | +3,269.5% | +239.8% | +3,029.7% | +1,620.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling