+363.2%
CLS vs TPR
+7,380.8%
-7,017.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | -2.3% | +6.9% | +5.5% |
| 30D | -13.9% | -23.0% | +9.1% | -6.2% |
| 3M | -26.6% | -12.5% | -14.1% | -24.2% |
| 6M | +15.4% | -21.4% | +36.8% | +24.0% |
| YTD | +5.7% | -3.5% | +9.2% | +4.3% |
| 1Y | +41.1% | +17.4% | +23.8% | +28.5% |
| 3Y | +1,228.6% | +291.3% | +937.3% | +643.6% |
| 5Y | +3,240.6% | +241.9% | +2,998.7% | +1,803.1% |
| 10Y | +2,760.3% | +322.7% | +2,437.7% | +1,169.9% |
| All | +363.2% | +7,380.8% | -7,017.6% | -48.0% |
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 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