+1,753.0%
CLS vs CG
+314.6%
+1,438.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.6% | +1.3% | +4.5% |
| 7D | -10.6% | +3.0% | -13.6% | -11.8% |
| 30D | -38.4% | +10.1% | -48.6% | -41.8% |
| 3M | -29.9% | -10.8% | -19.0% | -26.3% |
| 6M | -40.6% | -15.2% | -25.4% | -36.3% |
| YTD | -24.6% | -26.9% | +2.3% | -13.9% |
| 1Y | -30.8% | -17.0% | -13.7% | -25.8% |
| 3Y | +811.7% | +54.6% | +757.1% | +611.3% |
| 5Y | +1,838.4% | -16.7% | +1,855.2% | +1,834.9% |
| All | +1,753.0% | +314.6% | +1,438.5% | +971.8% |
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