+1,980.9%
CLS vs AIG
+59.1%
+1,921.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | +16.3% | +6.6% | +9.7% | +14.4% |
| 30D | -25.7% | +7.0% | -32.7% | -27.3% |
| 3M | -30.9% | +9.7% | -40.6% | -32.9% |
| 6M | -35.5% | +10.8% | -46.3% | -38.0% |
| YTD | -18.7% | -1.3% | -17.4% | -19.0% |
| 1Y | -17.9% | +8.4% | -26.3% | -21.6% |
| 3Y | +838.1% | +39.0% | +799.1% | +656.9% |
| All | +1,980.9% | +59.1% | +1,921.8% | +1,396.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling