-29.6%
CLS vs AIG
+6.0%
-35.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.5% | -10.5% | -8.0% |
| 7D | -21.1% | +2.3% | -23.4% | -19.7% |
| 30D | -38.2% | +8.8% | -47.0% | -34.5% |
| 3M | -36.3% | +3.7% | -40.0% | -34.3% |
| 6M | -43.8% | +6.8% | -50.6% | -40.1% |
| YTD | -20.0% | -2.6% | -17.4% | -19.3% |
| 1Y | -29.6% | +3.7% | -33.3% | -27.5% |
| All | -29.6% | +6.0% | -35.6% | -27.5% |
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