+108.2%
T vs CLS
+1,316.2%
-1,207.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -6.0% | +0.1% |
| 7D | -1.5% | +12.8% | -14.3% | -0.7% |
| 30D | +7.6% | +3.8% | +3.8% | +8.0% |
| 3M | +15.3% | -14.6% | +29.9% | +14.9% |
| 6M | -8.5% | +32.2% | -40.7% | -5.7% |
| YTD | +6.8% | +11.6% | -4.9% | +9.1% |
| 1Y | -7.2% | +35.1% | -42.3% | -3.7% |
| 3Y | +108.2% | +1,312.5% | -1,204.3% | +127.0% |
| All | +108.2% | +1,316.2% | -1,207.9% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling