-17.9%
CLS vs TRU
+0.8%
-18.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +16.3% | 0.0% | +16.3% | +16.3% |
| 30D | -25.7% | +21.3% | -47.0% | -23.2% |
| 3M | -30.9% | +0.2% | -31.1% | -30.0% |
| 6M | -35.5% | +22.4% | -57.9% | -32.9% |
| YTD | -18.7% | -4.8% | -13.9% | -19.3% |
| 1Y | -17.9% | -0.2% | -17.7% | -19.6% |
| All | -17.9% | +0.8% | -18.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling