+238.5%
TER vs CLS
+1,229.1%
-990.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.2% |
| 7D | +0.6% | +4.6% | -4.0% | -1.6% |
| 30D | -8.3% | -13.9% | +5.6% | -3.5% |
| 3M | -12.2% | -26.6% | +14.4% | -1.6% |
| 6M | +17.1% | +15.4% | +1.7% | +10.7% |
| YTD | +84.7% | +5.7% | +79.0% | +78.2% |
| 1Y | +199.9% | +41.1% | +158.8% | +160.6% |
| All | +238.5% | +1,229.1% | -990.6% | +14.6% |
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 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