+2,439.4%
CLS vs AGI
+5,459.2%
-3,019.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | +4.6% | +0.6% | +4.0% | +4.5% |
| 30D | -13.9% | +18.2% | -32.1% | -15.5% |
| 3M | -26.6% | -4.1% | -22.4% | -26.4% |
| 6M | +15.4% | -28.7% | +44.1% | +19.3% |
| YTD | +5.7% | -4.0% | +9.6% | +5.5% |
| 1Y | +41.1% | +17.4% | +23.7% | +38.2% |
| 3Y | +1,228.6% | +203.0% | +1,025.6% | +1,074.3% |
| 5Y | +3,240.6% | +376.7% | +2,864.0% | +2,700.1% |
| 10Y | +2,760.3% | +407.5% | +2,352.9% | +2,153.7% |
| All | +2,439.4% | +5,459.2% | -3,019.7% | +1,717.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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