+36.7%
CLS vs CG
-29.3%
+66.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.6% |
| 7D | +20.1% | -6.4% | +26.5% | +23.0% |
| 30D | +6.0% | -7.1% | +13.1% | +8.7% |
| 3M | -10.3% | -1.6% | -8.7% | -9.8% |
| 6M | +24.5% | -8.3% | +32.8% | +28.6% |
| YTD | +12.9% | -23.8% | +36.7% | +21.8% |
| 1Y | +36.7% | -28.7% | +65.4% | +43.7% |
| All | +36.7% | -29.3% | +66.0% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling