+838.1%
CLS vs CG
+46.4%
+791.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -6.0% |
| 7D | +16.3% | +0.2% | +16.1% | +15.9% |
| 30D | -25.7% | +11.2% | -36.8% | -31.1% |
| 3M | -30.9% | -22.1% | -8.8% | -20.3% |
| 6M | -35.5% | -17.9% | -17.6% | -28.5% |
| YTD | -18.7% | -31.3% | +12.6% | -0.9% |
| 1Y | -17.9% | -24.0% | +6.1% | -6.7% |
| 3Y | +838.1% | +45.0% | +793.1% | +623.9% |
| All | +838.1% | +46.4% | +791.7% | +623.9% |
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