+131.3%
TLT vs CLS
+877.2%
-745.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | -22.2% | +22.3% | -1.0% |
| 30D | +6.2% | -44.4% | +50.6% | +3.5% |
| 3M | +0.1% | -34.3% | +34.3% | -1.6% |
| 6M | -3.0% | -50.1% | +47.1% | -5.4% |
| YTD | -2.7% | -30.1% | +27.4% | -3.1% |
| 1Y | -4.8% | -39.3% | +34.5% | -5.7% |
| 3Y | +6.9% | +732.7% | -725.8% | +27.0% |
| 5Y | -34.5% | +1,777.2% | -1,811.7% | -16.9% |
| 10Y | -17.3% | +1,645.6% | -1,662.9% | +7.6% |
| All | +131.3% | +877.2% | -745.9% | +228.7% |
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 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