+41.1%
CLS vs AG
+125.2%
-84.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | +4.6% | +1.0% | +3.6% | +4.0% |
| 30D | -13.9% | +19.2% | -33.1% | -19.3% |
| 3M | -26.6% | +6.2% | -32.7% | -28.9% |
| 6M | +15.4% | -26.7% | +42.1% | +22.9% |
| YTD | +5.7% | +26.1% | -20.5% | -6.3% |
| 1Y | +41.1% | +131.7% | -90.5% | +12.7% |
| All | +41.1% | +125.2% | -84.1% | +12.7% |
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