+1,761.1%
CLS vs CG
+308.6%
+1,452.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +1.2% |
| 7D | -13.9% | +2.0% | -15.8% | -14.6% |
| 30D | -38.2% | +8.5% | -46.7% | -41.1% |
| 3M | -28.8% | -12.1% | -16.7% | -24.7% |
| 6M | -40.4% | -16.4% | -23.9% | -35.5% |
| YTD | -24.3% | -28.0% | +3.7% | -12.8% |
| 1Y | -35.0% | -18.9% | -16.1% | -29.6% |
| 3Y | +778.7% | +51.2% | +727.4% | +593.0% |
| 5Y | +1,884.8% | -15.9% | +1,900.7% | +1,872.8% |
| 10Y | +1,761.1% | +305.9% | +1,455.2% | +984.5% |
| All | +1,761.1% | +308.6% | +1,452.5% | +984.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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