+68.4%
T vs CLS
+3,003.3%
-2,934.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | -3.1% | +20.1% | -23.2% | -3.9% |
| 30D | +4.6% | +6.0% | -1.5% | +4.2% |
| 3M | +12.2% | -10.3% | +22.5% | +12.3% |
| 6M | -6.5% | +24.5% | -31.0% | -8.6% |
| YTD | +4.9% | +12.9% | -8.0% | +2.6% |
| 1Y | -10.5% | +36.7% | -47.2% | -14.4% |
| 3Y | +104.6% | +1,328.1% | -1,223.5% | +38.9% |
| 5Y | +64.2% | +3,682.3% | -3,618.1% | -8.8% |
| 10Y | +68.4% | +3,038.3% | -2,969.8% | -15.2% |
| All | +68.4% | +3,003.3% | -2,934.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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