+2,953.7%
CLS vs TRV
+298.6%
+2,655.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +5.0% | -1.5% | +6.4% | +5.5% |
| 30D | +4.8% | -1.8% | +6.6% | +5.4% |
| 3M | -10.4% | +21.6% | -32.0% | -18.0% |
| 6M | +20.8% | +22.5% | -1.6% | +9.3% |
| YTD | +10.0% | +28.1% | -18.1% | -3.0% |
| 1Y | +28.5% | +37.0% | -8.5% | +8.7% |
| 3Y | +1,292.2% | +141.9% | +1,150.3% | +722.3% |
| 5Y | +3,616.8% | +158.5% | +3,458.3% | +1,950.1% |
| All | +2,953.7% | +298.6% | +2,655.1% | +1,264.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling