+732.7%
CLS vs CG
+47.3%
+685.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -22.2% | -1.2% | -21.0% | -21.7% |
| 30D | -44.4% | +5.0% | -49.4% | -46.4% |
| 3M | -34.3% | -18.2% | -16.1% | -26.5% |
| 6M | -50.1% | -20.7% | -29.3% | -43.3% |
| YTD | -30.1% | -31.4% | +1.3% | -14.5% |
| 1Y | -39.3% | -22.3% | -17.1% | -31.8% |
| 3Y | +732.7% | +50.2% | +682.5% | +546.6% |
| All | +732.7% | +47.3% | +685.4% | +546.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling