+4,143.9%
CLS vs TXG
+16.0%
+4,127.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +4.6% | +1.8% | +2.8% | +4.2% |
| 30D | -13.9% | +32.0% | -45.9% | -19.1% |
| 3M | -26.6% | +87.0% | -113.6% | -35.9% |
| 6M | +15.4% | +180.1% | -164.7% | -7.6% |
| YTD | +5.7% | +284.1% | -278.5% | -21.3% |
| 1Y | +41.1% | +361.7% | -320.6% | +0.3% |
| 3Y | +1,228.6% | +15.9% | +1,212.7% | +1,033.9% |
| 5Y | +3,240.6% | -66.2% | +3,306.8% | +3,168.3% |
| All | +4,143.9% | +16.0% | +4,127.9% | +2,804.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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