+2,320.1%
CLS vs CG
+281.3%
+2,038.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -22.2% | -1.2% | -21.0% | -21.8% |
| 30D | -44.4% | +5.0% | -49.4% | -45.9% |
| 3M | -34.3% | -18.2% | -16.1% | -28.8% |
| 6M | -50.1% | -20.7% | -29.3% | -45.3% |
| YTD | -30.1% | -31.4% | +1.3% | -19.2% |
| 1Y | -39.3% | -22.3% | -17.1% | -33.6% |
| 3Y | +732.7% | +50.2% | +682.5% | +592.2% |
| 5Y | +1,777.2% | -22.1% | +1,799.3% | +1,837.0% |
| 10Y | +1,645.6% | +295.5% | +1,350.1% | +986.5% |
| All | +2,320.1% | +281.3% | +2,038.8% | +1,377.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling