-29.6%
CLS vs GDDY
-11.8%
-17.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.3% | -13.3% | -8.1% |
| 7D | -21.1% | +11.1% | -32.2% | -19.2% |
| 30D | -38.2% | +18.6% | -56.9% | -35.9% |
| 3M | -36.3% | +32.8% | -69.1% | -32.6% |
| 6M | -43.8% | +34.0% | -77.8% | -38.9% |
| YTD | -20.0% | -4.6% | -15.4% | -20.2% |
| 1Y | -29.6% | -12.5% | -17.1% | -33.2% |
| All | -29.6% | -11.8% | -17.8% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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