+57.8%
T vs CLS
+1,734.7%
-1,676.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.9% | -7.1% | +0.5% |
| 7D | +1.7% | -10.6% | +12.2% | +2.0% |
| 30D | -1.7% | -38.4% | +36.7% | -0.1% |
| 3M | -7.3% | -29.9% | +22.5% | -6.5% |
| 6M | -11.2% | -40.6% | +29.4% | -10.1% |
| YTD | -8.1% | -24.6% | +16.5% | -9.0% |
| 1Y | -8.0% | -30.8% | +22.8% | -8.8% |
| 3Y | +62.1% | +811.7% | -749.6% | +11.6% |
| 5Y | +55.7% | +1,838.4% | -1,782.7% | -9.0% |
| All | +57.8% | +1,734.7% | -1,676.9% | -23.2% |
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