-26.8%
CLS vs GEN
+18.5%
-45.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +8.8% |
| 7D | +2.8% | -0.8% | +3.6% | +2.6% |
| 30D | -30.1% | +31.2% | -61.3% | -27.2% |
| 3M | -21.7% | +6.1% | -27.8% | -20.0% |
| 6M | -36.2% | +38.1% | -74.3% | -33.4% |
| YTD | -17.8% | +14.4% | -32.2% | -16.9% |
| 1Y | -26.8% | +15.1% | -41.9% | -25.4% |
| All | -26.8% | +18.5% | -45.3% | -25.4% |
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