+2,496.4%
CLS vs TRU
+238.0%
+2,258.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +3.3% |
| 7D | +4.6% | -6.8% | +11.3% | +7.7% |
| 30D | -13.9% | 0.0% | -13.9% | -14.1% |
| 3M | -26.6% | +13.3% | -39.9% | -31.7% |
| 6M | +15.4% | +3.4% | +12.0% | +11.0% |
| YTD | +5.7% | -6.4% | +12.0% | +4.1% |
| 1Y | +41.1% | -9.7% | +50.8% | +39.4% |
| 3Y | +1,228.6% | +0.1% | +1,228.4% | +1,102.1% |
| 5Y | +3,240.6% | -34.0% | +3,274.7% | +3,503.3% |
| 10Y | +2,760.3% | +147.9% | +2,612.5% | +1,832.9% |
| All | +2,496.4% | +238.0% | +2,258.4% | +1,501.7% |
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