+1,284.2%
CLS vs AIG
+33.4%
+1,250.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +20.1% | -1.4% | +21.5% | +20.1% |
| 30D | +6.0% | -3.3% | +9.4% | +6.0% |
| 3M | -10.3% | +2.2% | -12.5% | -10.4% |
| 6M | +24.5% | -2.1% | +26.6% | +24.7% |
| YTD | +12.9% | -11.2% | +24.0% | +14.8% |
| 1Y | +36.7% | -2.1% | +38.8% | +35.0% |
| All | +1,284.2% | +33.4% | +1,250.9% | +959.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling