+47.4%
TER vs CLS
-24.5%
+71.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.3% | -3.4% |
| 7D | +24.0% | +23.5% | +0.4% | +9.9% |
| 30D | -30.6% | -28.9% | -1.7% | -16.6% |
| 3M | -34.5% | -25.2% | -9.3% | -23.3% |
| 6M | -26.4% | -32.1% | +5.7% | -10.4% |
| YTD | +36.4% | -14.1% | +50.5% | +43.4% |
| 1Y | +47.4% | -24.1% | +71.5% | +60.6% |
| All | +47.4% | -24.5% | +71.9% | +60.6% |
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 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