+1,284.2%
CLS vs TRV
+140.3%
+1,144.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.2% |
| 7D | +20.1% | +0.2% | +19.9% | +20.1% |
| 30D | +6.0% | -2.3% | +8.4% | +5.4% |
| 3M | -10.3% | +22.7% | -33.0% | -5.2% |
| 6M | +24.5% | +21.9% | +2.6% | +32.0% |
| YTD | +12.9% | +27.5% | -14.6% | +20.6% |
| 1Y | +36.7% | +36.2% | +0.4% | +46.5% |
| All | +1,284.2% | +140.3% | +1,144.0% | +1,317.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling