+2,944.0%
CLS vs AG
+57.4%
+2,886.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.7% | +5.8% |
| 7D | +12.8% | +4.5% | +8.3% | +11.8% |
| 30D | +3.8% | +12.9% | -9.0% | +1.4% |
| 3M | -14.6% | +20.9% | -35.6% | -17.9% |
| 6M | +32.2% | -19.5% | +51.8% | +35.9% |
| YTD | +11.6% | +24.8% | -13.2% | +6.0% |
| 1Y | +35.1% | +120.2% | -85.2% | +16.9% |
| 3Y | +1,312.5% | +279.0% | +1,033.5% | +990.4% |
| 5Y | +3,542.1% | +67.9% | +3,474.1% | +2,908.3% |
| 10Y | +2,944.0% | +57.5% | +2,886.5% | +2,248.6% |
| All | +2,944.0% | +57.4% | +2,886.6% | +2,248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling