+41.1%
CLS vs AIG
-4.5%
+45.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.2% |
| 7D | +4.6% | -0.9% | +5.5% | +3.8% |
| 30D | -13.9% | -4.9% | -9.0% | -16.7% |
| 3M | -26.6% | +4.5% | -31.0% | -23.3% |
| 6M | +15.4% | -1.4% | +16.9% | +15.3% |
| YTD | +5.7% | -9.8% | +15.5% | -0.7% |
| 1Y | +41.1% | -4.5% | +45.6% | +44.7% |
| All | +41.1% | -4.5% | +45.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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