+33.9%
TER vs CLS
-34.6%
+68.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.9% | +4.9% | +8.2% |
| 7D | -5.8% | -10.6% | +4.8% | +1.0% |
| 30D | -38.9% | -38.4% | -0.5% | -20.1% |
| 3M | -35.1% | -29.9% | -5.3% | -20.9% |
| 6M | -31.6% | -40.6% | +9.1% | -9.9% |
| YTD | +27.2% | -24.6% | +51.8% | +44.2% |
| All | +33.9% | -34.6% | +68.5% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling