+1,674.5%
TER vs CLS
+2,126.9%
-452.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | -20.5% | -22.2% | +1.7% | -10.5% |
| 30D | -47.0% | -44.4% | -2.6% | -30.9% |
| 3M | -43.3% | -34.3% | -9.0% | -31.5% |
| 6M | -42.9% | -50.1% | +7.2% | -22.7% |
| YTD | +12.9% | -30.1% | +43.0% | +29.0% |
| 1Y | +18.2% | -39.3% | +57.5% | +41.4% |
| 3Y | +151.8% | +732.7% | -580.9% | -22.4% |
| 5Y | +54.2% | +1,777.2% | -1,723.0% | -68.8% |
| 10Y | +908.2% | +1,645.6% | -737.4% | +80.4% |
| All | +1,674.5% | +2,126.9% | -452.3% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling