+413.9%
T vs CLS
+3,265.4%
-2,851.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.0% |
| 7D | -1.3% | +4.6% | -5.8% | -1.7% |
| 30D | +11.4% | -13.9% | +25.3% | +12.5% |
| 3M | +14.3% | -26.6% | +40.9% | +16.4% |
| 6M | -9.3% | +15.4% | -24.7% | -12.4% |
| YTD | +7.1% | +5.7% | +1.4% | +3.7% |
| 1Y | -9.1% | +41.1% | -50.2% | -15.6% |
| 3Y | +105.3% | +1,228.6% | -1,123.2% | +38.1% |
| 5Y | +66.8% | +3,240.6% | -3,173.8% | -2.2% |
| 10Y | +66.8% | +2,760.3% | -2,693.6% | -5.2% |
| All | +413.9% | +3,265.4% | -2,851.5% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling