+53.4%
T vs CLS
+1,775.5%
-1,722.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +1.0% | -22.2% | +23.2% | +0.2% |
| 30D | -10.6% | -44.4% | +33.8% | -12.2% |
| 3M | -7.7% | -34.3% | +26.5% | -8.8% |
| 6M | -13.3% | -50.1% | +36.8% | -14.6% |
| YTD | -8.8% | -30.1% | +21.3% | -9.4% |
| 1Y | -8.4% | -39.3% | +30.9% | -9.1% |
| 3Y | +59.6% | +732.7% | -673.1% | +39.3% |
| All | +53.4% | +1,775.5% | -1,722.1% | +15.9% |
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