-5.6%
TLT vs CLS
-28.7%
+23.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.1% | +9.9% | +0.9% |
| 7D | +1.0% | -21.1% | +22.1% | +1.1% |
| 30D | +6.0% | -38.2% | +44.3% | +6.6% |
| 3M | -0.9% | -36.3% | +35.4% | -0.5% |
| 6M | -2.3% | -43.8% | +41.5% | -1.9% |
| YTD | -3.3% | -20.0% | +16.7% | -3.7% |
| 1Y | -5.6% | -29.6% | +24.0% | -5.7% |
| All | -5.6% | -28.7% | +23.1% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling