+66.1%
T vs CLS
+3,459.5%
-3,393.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -6.0% | -0.2% |
| 7D | -1.5% | +12.8% | -14.3% | -1.2% |
| 30D | +7.6% | +3.8% | +3.8% | +7.8% |
| 3M | +15.3% | -14.6% | +29.9% | +15.2% |
| 6M | -8.5% | +32.2% | -40.7% | -7.7% |
| YTD | +6.8% | +11.6% | -4.9% | +7.4% |
| 1Y | -7.2% | +35.1% | -42.3% | -6.6% |
| 3Y | +108.2% | +1,312.5% | -1,204.3% | +82.3% |
| 5Y | +66.1% | +3,542.1% | -3,476.0% | +26.2% |
| All | +66.1% | +3,459.5% | -3,393.5% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling