+3,542.1%
CLS vs CAG
-40.6%
+3,582.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.1% | +5.2% |
| 7D | +12.8% | -5.3% | +18.1% | +11.2% |
| 30D | +3.8% | +1.0% | +2.8% | +4.3% |
| 3M | -14.6% | +17.4% | -32.0% | -10.1% |
| 6M | +32.2% | -16.8% | +49.0% | +28.6% |
| YTD | +11.6% | -6.8% | +18.4% | +12.1% |
| 1Y | +35.1% | -15.4% | +50.4% | +33.9% |
| 3Y | +1,312.5% | -37.1% | +1,349.6% | +1,228.2% |
| 5Y | +3,542.1% | -41.3% | +3,583.3% | +3,291.5% |
| All | +3,542.1% | -40.6% | +3,582.7% | +3,291.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling