+131.4%
TLT vs CLS
+954.0%
-822.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.9% | -7.8% | +0.4% |
| 7D | +0.3% | -10.6% | +10.8% | -0.2% |
| 30D | +5.1% | -38.4% | +43.6% | +2.9% |
| 3M | -0.2% | -29.9% | +29.7% | -1.5% |
| 6M | -2.9% | -40.6% | +37.7% | -4.6% |
| YTD | -2.7% | -24.6% | +21.9% | -2.7% |
| 1Y | -4.6% | -30.8% | +26.2% | -4.8% |
| 3Y | +6.1% | +811.7% | -805.7% | +26.6% |
| 5Y | -35.1% | +1,838.4% | -1,873.6% | -17.7% |
| 10Y | -12.5% | +1,751.5% | -1,764.0% | +14.1% |
| All | +131.4% | +954.0% | -822.6% | +230.1% |
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 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