+1,671.4%
TER vs CLS
+2,747.3%
-1,075.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.2% |
| 7D | +0.6% | +4.6% | -4.0% | -1.6% |
| 30D | -8.3% | -13.9% | +5.6% | -3.5% |
| 3M | -12.2% | -26.6% | +14.4% | -1.3% |
| 6M | +17.1% | +15.4% | +1.7% | +9.9% |
| YTD | +84.7% | +5.7% | +79.0% | +77.3% |
| 1Y | +199.9% | +41.1% | +158.8% | +154.9% |
| 3Y | +232.8% | +1,228.6% | -995.8% | +5.9% |
| 5Y | +198.6% | +3,240.6% | -3,042.1% | -35.9% |
| All | +1,671.4% | +2,747.3% | -1,075.9% | +233.6% |
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