+3,038.3%
CLS vs CAG
-35.6%
+3,073.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +20.1% | -6.6% | +26.7% | +20.3% |
| 30D | +6.0% | +2.3% | +3.7% | +5.8% |
| 3M | -10.3% | +16.3% | -26.6% | -10.9% |
| 6M | +24.5% | -16.0% | +40.5% | +26.1% |
| YTD | +12.9% | -7.7% | +20.6% | +13.2% |
| 1Y | +36.7% | -16.0% | +52.7% | +38.2% |
| 3Y | +1,328.1% | -37.7% | +1,365.8% | +1,361.9% |
| 5Y | +3,682.3% | -41.2% | +3,723.5% | +3,787.5% |
| 10Y | +3,038.3% | -33.8% | +3,072.1% | +2,869.0% |
| All | +3,038.3% | -35.6% | +3,073.9% | +2,869.0% |
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