-4.6%
TLT vs CLS
-34.6%
+30.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.9% | -7.8% | 0.0% |
| 7D | +0.3% | -10.6% | +10.8% | +0.3% |
| 30D | +5.1% | -38.4% | +43.6% | +5.6% |
| 3M | -0.2% | -29.9% | +29.7% | 0.0% |
| 6M | -2.9% | -40.6% | +37.7% | -2.6% |
| YTD | -2.7% | -24.6% | +21.9% | -3.2% |
| All | -4.6% | -34.6% | +30.0% | -4.7% |
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