+206.5%
CLS vs TPR
+8,033.7%
-7,827.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -22.2% | +14.2% | -36.4% | -26.7% |
| 30D | -44.4% | +17.1% | -61.5% | -48.3% |
| 3M | -34.3% | -17.7% | -16.6% | -31.1% |
| 6M | -50.1% | -10.2% | -39.9% | -49.9% |
| YTD | -30.1% | +4.9% | -35.0% | -34.1% |
| 1Y | -39.3% | +36.1% | -75.5% | -48.4% |
| 3Y | +732.7% | +416.5% | +316.3% | +313.6% |
| 5Y | +1,777.2% | +254.8% | +1,522.4% | +940.9% |
| 10Y | +1,645.6% | +391.7% | +1,253.9% | +621.0% |
| All | +206.5% | +8,033.7% | -7,827.2% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling