+1,001.8%
TER vs CLS
+1,765.4%
-763.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.9% | +4.9% | +9.5% |
| 7D | -5.8% | -10.6% | +4.8% | -0.8% |
| 30D | -38.9% | -38.4% | -0.5% | -25.5% |
| 3M | -35.1% | -29.9% | -5.3% | -24.9% |
| 6M | -31.6% | -40.6% | +9.1% | -15.9% |
| YTD | +27.2% | -24.6% | +51.8% | +41.0% |
| 1Y | +35.2% | -30.8% | +66.0% | +52.6% |
| 3Y | +192.8% | +811.7% | -618.9% | +9.4% |
| 5Y | +72.4% | +1,838.4% | -1,766.0% | -53.8% |
| 10Y | +1,001.8% | +1,751.5% | -749.6% | +134.8% |
| All | +1,001.8% | +1,765.4% | -763.6% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling