+62.5%
T vs CLS
+1,916.3%
-1,853.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.2% |
| 7D | +2.5% | +16.3% | -13.7% | +1.9% |
| 30D | -3.8% | -25.7% | +21.9% | -2.9% |
| 3M | -8.7% | -30.9% | +22.1% | -7.8% |
| 6M | -8.1% | -35.5% | +27.4% | -7.3% |
| YTD | -6.4% | -18.7% | +12.2% | -7.7% |
| 1Y | -9.8% | -17.9% | +8.1% | -11.4% |
| 3Y | +65.5% | +838.1% | -772.6% | +14.4% |
| 5Y | +57.0% | +1,971.9% | -1,914.9% | -8.4% |
| All | +62.5% | +1,916.3% | -1,853.8% | -21.1% |
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