+276.7%
CLS vs TPR
+8,023.3%
-7,746.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +23.5% | -1.1% | +24.7% | +24.1% |
| 30D | -28.9% | +15.1% | -44.0% | -33.5% |
| 3M | -25.2% | -13.4% | -11.8% | -22.9% |
| 6M | -32.1% | +1.4% | -33.4% | -35.0% |
| YTD | -14.1% | +4.8% | -18.8% | -18.9% |
| 1Y | -24.1% | +29.2% | -53.3% | -34.0% |
| 3Y | +897.0% | +403.7% | +493.3% | +400.2% |
| 5Y | +2,089.9% | +230.8% | +1,859.1% | +1,148.3% |
| 10Y | +2,022.2% | +369.2% | +1,653.0% | +793.6% |
| All | +276.7% | +8,023.3% | -7,746.6% | -59.6% |
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