+2,953.7%
CLS vs TRI
+191.2%
+2,762.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | +5.0% | -14.4% | +19.3% | +9.0% |
| 30D | +4.8% | -8.1% | +12.9% | +6.6% |
| 3M | -10.4% | +17.5% | -27.9% | -16.5% |
| 6M | +20.8% | -5.0% | +25.8% | +19.6% |
| YTD | +10.0% | -24.7% | +34.7% | +19.4% |
| 1Y | +28.5% | -41.5% | +70.0% | +58.6% |
| 3Y | +1,292.2% | -20.3% | +1,312.5% | +1,281.9% |
| 5Y | +3,616.8% | -10.9% | +3,627.7% | +3,284.6% |
| All | +2,953.7% | +191.2% | +2,762.5% | +1,512.4% |
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