+3,682.3%
CLS vs TRI
-10.1%
+3,692.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | +20.1% | -8.4% | +28.5% | +20.9% |
| 30D | +6.0% | -6.5% | +12.5% | +6.5% |
| 3M | -10.3% | +18.6% | -28.9% | -12.6% |
| 6M | +24.5% | -10.4% | +34.9% | +28.5% |
| YTD | +12.9% | -23.7% | +36.6% | +24.9% |
| 1Y | +36.7% | -42.5% | +79.1% | +72.6% |
| 3Y | +1,328.1% | -19.3% | +1,347.4% | +1,288.2% |
| 5Y | +3,682.3% | -9.7% | +3,692.0% | +3,018.1% |
| All | +3,682.3% | -10.1% | +3,692.4% | +3,018.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling