+2,463.6%
CLS vs TRV
+1,852.3%
+611.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | +2.0% | +14.3% | +15.3% |
| 30D | -25.7% | +6.7% | -32.4% | -28.1% |
| 3M | -30.9% | +9.4% | -40.2% | -34.0% |
| 6M | -35.5% | +37.7% | -73.2% | -45.4% |
| YTD | -18.7% | +40.6% | -59.3% | -32.6% |
| 1Y | -17.9% | +42.4% | -60.3% | -32.5% |
| 3Y | +838.1% | +148.1% | +690.0% | +464.2% |
| 5Y | +1,971.9% | +181.7% | +1,790.2% | +1,050.3% |
| 10Y | +1,907.9% | +352.6% | +1,555.3% | +770.8% |
| All | +2,463.6% | +1,852.3% | +611.3% | +415.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling