+1,897.8%
CLS vs TRU
+243.6%
+1,654.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.4% |
| 3M | -30.9% | +0.2% | -31.1% | -32.5% |
| 6M | -35.5% | +22.4% | -57.9% | -43.2% |
| YTD | -18.7% | -4.8% | -13.9% | -22.1% |
| 1Y | -17.9% | -0.2% | -17.7% | -23.2% |
| 3Y | +838.1% | +57.9% | +780.2% | +587.1% |
| 5Y | +1,971.9% | -26.1% | +1,998.0% | +1,978.5% |
| 10Y | +1,907.9% | +184.8% | +1,723.0% | +1,167.8% |
| All | +1,897.8% | +243.6% | +1,654.3% | +1,099.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling