+35.1%
CLS vs AG
+123.1%
-88.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.7% | +6.0% |
| 7D | +12.8% | +4.5% | +8.3% | +10.9% |
| 30D | +3.8% | +12.9% | -9.0% | -0.9% |
| 3M | -14.6% | +20.9% | -35.6% | -21.0% |
| 6M | +32.2% | -19.5% | +51.8% | +37.3% |
| YTD | +11.6% | +24.8% | -13.2% | -0.8% |
| 1Y | +35.1% | +120.2% | -85.2% | +6.8% |
| All | +35.1% | +123.1% | -88.0% | +6.8% |
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