+1,057.8%
TER vs CLS
+2,031.1%
-973.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.3% | -2.7% |
| 7D | +24.0% | +23.5% | +0.4% | +13.9% |
| 30D | -30.6% | -28.9% | -1.7% | -20.3% |
| 3M | -34.5% | -25.2% | -9.3% | -26.2% |
| 6M | -26.4% | -32.1% | +5.7% | -14.4% |
| YTD | +36.4% | -14.1% | +50.5% | +43.2% |
| 1Y | +47.4% | -24.1% | +71.5% | +59.9% |
| 3Y | +202.6% | +897.0% | -694.4% | +8.8% |
| 5Y | +83.9% | +2,089.9% | -2,006.0% | -53.2% |
| All | +1,057.8% | +2,031.1% | -973.4% | +132.2% |
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