+3,276.8%
CLS vs AG
+445.6%
+2,831.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | +4.6% | +1.0% | +3.6% | +4.3% |
| 30D | -13.9% | +19.2% | -33.1% | -16.6% |
| 3M | -26.6% | +6.2% | -32.7% | -27.6% |
| 6M | +15.4% | -26.7% | +42.1% | +20.5% |
| YTD | +5.7% | +26.1% | -20.5% | +0.2% |
| 1Y | +41.1% | +131.7% | -90.5% | +21.0% |
| 3Y | +1,228.6% | +255.3% | +973.2% | +926.1% |
| 5Y | +3,240.6% | +61.9% | +3,178.7% | +2,687.2% |
| 10Y | +2,760.3% | +72.0% | +2,688.3% | +1,987.1% |
| All | +3,276.8% | +445.6% | +2,831.1% | +1,140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling