+337.8%
T vs CLS
+2,126.9%
-1,789.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +1.0% | -22.2% | +23.2% | +3.1% |
| 30D | -10.6% | -44.4% | +33.8% | -6.3% |
| 3M | -7.7% | -34.3% | +26.5% | -5.1% |
| 6M | -13.3% | -50.1% | +36.8% | -9.5% |
| YTD | -8.8% | -30.1% | +21.3% | -9.0% |
| 1Y | -8.4% | -39.3% | +30.9% | -7.9% |
| 3Y | +59.6% | +732.7% | -673.1% | +11.7% |
| 5Y | +52.1% | +1,777.2% | -1,725.1% | -5.9% |
| 10Y | +56.9% | +1,645.6% | -1,588.8% | -7.1% |
| All | +337.8% | +2,126.9% | -1,789.1% | +112.3% |
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