-36.2%
CLS vs CAG
+7.1%
-43.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.4% | +10.9% | +6.4% |
| 7D | +2.8% | -1.8% | +4.5% | +1.7% |
| 30D | -30.1% | +9.7% | -39.8% | -23.3% |
| 3M | -21.7% | +0.5% | -22.2% | -19.3% |
| 6M | -36.2% | +8.9% | -45.2% | -29.7% |
| All | -36.2% | +7.1% | -43.3% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling