+2,953.7%
CLS vs AIG
+65.5%
+2,888.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +5.0% | -2.4% | +7.3% | +6.1% |
| 30D | +4.8% | -2.9% | +7.7% | +6.0% |
| 3M | -10.4% | +0.8% | -11.2% | -11.3% |
| 6M | +20.8% | -2.7% | +23.5% | +20.8% |
| YTD | +10.0% | -11.2% | +21.2% | +13.8% |
| 1Y | +28.5% | -1.5% | +30.0% | +24.2% |
| 3Y | +1,292.2% | +34.4% | +1,257.8% | +1,013.2% |
| 5Y | +3,616.8% | +54.4% | +3,562.4% | +2,590.9% |
| All | +2,953.7% | +65.5% | +2,888.2% | +1,541.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling