+36.7%
CLS vs CAG
-16.0%
+52.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +0.5% |
| 7D | +20.1% | -6.6% | +26.7% | +15.9% |
| 30D | +6.0% | +2.3% | +3.7% | +7.4% |
| 3M | -10.3% | +16.3% | -26.6% | -0.9% |
| 6M | +24.5% | -16.0% | +40.5% | +14.0% |
| YTD | +12.9% | -7.7% | +20.6% | +12.9% |
| 1Y | +36.7% | -16.0% | +52.7% | +31.6% |
| All | +36.7% | -16.0% | +52.7% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling