+1,914.6%
CLS vs TRI
+225.2%
+1,689.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | -2.9% | +19.2% | +16.8% |
| 30D | -25.7% | +3.7% | -29.4% | -27.3% |
| 3M | -30.9% | +3.7% | -34.6% | -32.8% |
| 6M | -35.5% | +35.1% | -70.6% | -43.5% |
| YTD | -18.7% | -14.0% | -4.7% | -16.0% |
| 1Y | -17.9% | -19.0% | +1.0% | -12.5% |
| 3Y | +838.1% | -12.0% | +850.1% | +805.3% |
| 5Y | +1,971.9% | +0.6% | +1,971.2% | +1,712.9% |
| All | +1,914.6% | +225.2% | +1,689.4% | +969.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling