+3,231.7%
CLS vs CAG
+74.2%
+3,157.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +4.6% | -3.8% | +8.4% | +5.2% |
| 30D | -13.9% | +3.1% | -17.0% | -14.5% |
| 3M | -26.6% | +23.5% | -50.0% | -29.8% |
| 6M | +15.4% | -14.8% | +30.3% | +18.0% |
| YTD | +5.7% | -5.4% | +11.1% | +5.3% |
| 1Y | +41.1% | -11.8% | +52.9% | +42.0% |
| 3Y | +1,228.6% | -36.7% | +1,265.2% | +1,293.6% |
| 5Y | +3,240.6% | -40.3% | +3,280.9% | +3,423.0% |
| 10Y | +2,760.3% | -37.0% | +2,797.3% | +2,754.9% |
| All | +3,231.7% | +74.2% | +3,157.5% | +2,430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling