+1,753.0%
CLS vs CAG
-38.5%
+1,791.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.3% | +7.5% | +7.9% |
| 7D | -10.6% | +4.6% | -15.1% | -10.4% |
| 30D | -38.4% | +14.7% | -53.1% | -38.4% |
| 3M | -29.9% | +2.4% | -32.2% | -29.7% |
| 6M | -40.6% | +10.7% | -51.4% | -40.6% |
| YTD | -24.6% | -5.5% | -19.1% | -24.1% |
| 1Y | -30.8% | -4.6% | -26.2% | -30.5% |
| 3Y | +811.7% | -34.4% | +846.2% | +829.8% |
| 5Y | +1,838.4% | -39.2% | +1,877.6% | +1,890.9% |
| All | +1,753.0% | -38.5% | +1,791.5% | +1,614.3% |
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