+3,641.2%
CLS vs TRU
-35.9%
+3,677.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.4% | +6.7% |
| 7D | +12.8% | -7.2% | +20.0% | +15.8% |
| 30D | +3.8% | -2.8% | +6.6% | +4.6% |
| 3M | -14.6% | +13.0% | -27.6% | -19.9% |
| 6M | +32.2% | +0.7% | +31.6% | +29.1% |
| YTD | +11.6% | -9.0% | +20.6% | +11.7% |
| 1Y | +35.1% | -16.3% | +51.4% | +39.0% |
| 3Y | +1,312.5% | -1.1% | +1,313.6% | +1,207.6% |
| All | +3,641.2% | -35.9% | +3,677.1% | +4,878.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling