+1,914.6%
CLS vs CAG
-37.3%
+1,951.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.4% |
| 7D | +16.3% | -3.3% | +19.6% | +16.2% |
| 30D | -25.7% | +7.7% | -33.3% | -25.6% |
| 3M | -30.9% | -3.2% | -27.7% | -30.8% |
| 6M | -35.5% | +7.0% | -42.4% | -35.5% |
| YTD | -18.7% | -9.0% | -9.7% | -18.3% |
| 1Y | -17.9% | -9.6% | -8.3% | -17.5% |
| 3Y | +838.1% | -36.0% | +874.1% | +852.9% |
| 5Y | +1,971.9% | -40.9% | +2,012.8% | +2,021.8% |
| All | +1,914.6% | -37.3% | +1,951.8% | +1,771.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling