+202.8%
TER vs CLS
+3,233.5%
-3,030.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | -12.2% | -26.6% | +14.4% | -1.1% |
| 6M | +17.1% | +15.4% | +1.7% | +9.9% |
| YTD | +84.7% | +5.7% | +79.0% | +77.3% |
| 1Y | +199.9% | +41.1% | +158.8% | +155.6% |
| 3Y | +232.8% | +1,228.6% | -995.8% | 0.0% |
| All | +202.8% | +3,233.5% | -3,030.7% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling