+774.9%
CLS vs GD
+59.2%
+715.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.3% | +5.6% | +7.3% |
| 7D | -10.6% | -3.0% | -7.5% | -9.8% |
| 30D | -38.4% | +9.3% | -47.7% | -39.8% |
| 3M | -29.9% | -7.2% | -22.7% | -28.1% |
| 6M | -40.6% | +5.5% | -46.1% | -41.8% |
| YTD | -24.6% | +9.5% | -34.1% | -27.6% |
| 1Y | -30.8% | +6.4% | -37.2% | -32.5% |
| All | +774.9% | +59.2% | +715.7% | +685.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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