+191.2%
TER vs CLS
+842.1%
-650.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -3.1% |
| 7D | +14.4% | +16.3% | -1.9% | +7.5% |
| 30D | -30.6% | -25.7% | -4.9% | -21.3% |
| 3M | -39.2% | -30.9% | -8.3% | -29.0% |
| 6M | -31.3% | -35.5% | +4.2% | -18.1% |
| YTD | +29.1% | -18.7% | +47.8% | +39.8% |
| 1Y | +47.4% | -17.9% | +65.3% | +57.9% |
| 3Y | +191.2% | +838.1% | -646.9% | +15.9% |
| All | +191.2% | +842.1% | -650.9% | +15.9% |
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