-24.1%
CLS vs GEN
+11.7%
-35.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.1% | +7.7% | +4.1% |
| 7D | +23.5% | -3.0% | +26.5% | +22.9% |
| 30D | -28.9% | +24.7% | -53.6% | -26.4% |
| 3M | -25.2% | +4.1% | -29.3% | -23.8% |
| 6M | -32.1% | +36.0% | -68.1% | -29.3% |
| YTD | -14.1% | +10.9% | -24.9% | -13.5% |
| 1Y | -24.1% | +12.2% | -36.2% | -22.8% |
| All | -24.1% | +11.7% | -35.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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