-20.7%
TLT vs CLS
+2,932.8%
-2,953.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.7% | 0.0% |
| 7D | +0.4% | +12.8% | -12.4% | +0.5% |
| 30D | -0.3% | +3.8% | -4.1% | -0.2% |
| 3M | -1.7% | -14.6% | +12.9% | -1.8% |
| 6M | -4.9% | +32.2% | -37.1% | -4.3% |
| YTD | -2.8% | +11.6% | -14.4% | -2.4% |
| 1Y | -4.2% | +35.1% | -39.3% | -3.3% |
| 3Y | -1.1% | +1,312.5% | -1,313.6% | +6.0% |
| 5Y | -33.7% | +3,542.1% | -3,575.8% | -26.2% |
| 10Y | -20.7% | +2,944.0% | -2,964.7% | -12.1% |
| All | -20.7% | +2,932.8% | -2,953.5% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling