+151.8%
TER vs CLS
+703.9%
-552.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -20.5% | -22.2% | +1.7% | -11.3% |
| 30D | -47.0% | -44.4% | -2.6% | -32.4% |
| 3M | -43.3% | -34.3% | -9.0% | -32.3% |
| 6M | -42.9% | -50.1% | +7.2% | -24.8% |
| YTD | +12.9% | -30.1% | +43.0% | +30.1% |
| 1Y | +18.2% | -39.3% | +57.5% | +41.1% |
| 3Y | +151.8% | +732.7% | -580.9% | +0.9% |
| All | +151.8% | +703.9% | -552.1% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling