-29.6%
CLS vs TRV
+54.4%
-84.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.5% | -12.6% | -5.3% |
| 7D | -21.1% | +3.9% | -25.0% | -17.5% |
| 30D | -38.2% | +13.5% | -51.7% | -29.1% |
| 3M | -36.3% | +8.9% | -45.2% | -29.8% |
| 6M | -43.8% | +36.8% | -80.6% | -14.4% |
| YTD | -20.0% | +42.7% | -62.7% | +35.4% |
| 1Y | -29.6% | +49.9% | -79.4% | +27.4% |
| All | -29.6% | +54.4% | -84.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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