+2,309.9%
CLS vs AG
+312.9%
+1,997.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.7% | +3.2% | +7.1% |
| 7D | -10.6% | +10.8% | -21.4% | -12.2% |
| 30D | -38.4% | -8.2% | -30.3% | -37.5% |
| 3M | -29.9% | -13.7% | -16.2% | -28.3% |
| 6M | -40.6% | -27.3% | -13.4% | -37.8% |
| YTD | -24.6% | -4.6% | -20.0% | -25.1% |
| 1Y | -30.8% | +39.4% | -70.2% | -35.3% |
| 3Y | +811.7% | +244.1% | +567.6% | +615.4% |
| 5Y | +1,838.4% | +16.8% | +1,821.7% | +1,607.9% |
| 10Y | +1,751.5% | +71.7% | +1,679.8% | +1,264.6% |
| All | +2,309.9% | +312.9% | +1,997.0% | +826.7% |
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 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