-29.6%
CLS vs AG
+29.4%
-59.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +9.1% | -18.2% | -12.2% |
| 7D | -21.1% | -2.6% | -18.5% | -20.6% |
| 30D | -38.2% | -12.1% | -26.1% | -35.4% |
| 3M | -36.3% | -6.6% | -29.7% | -35.6% |
| 6M | -43.8% | -20.5% | -23.4% | -40.6% |
| YTD | -20.0% | -7.4% | -12.6% | -22.8% |
| 1Y | -29.6% | +33.4% | -63.0% | -42.4% |
| All | -29.6% | +29.4% | -59.0% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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