+1,980.9%
CLS vs GEN
+33.3%
+1,947.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.8% |
| 7D | +16.3% | +2.0% | +14.2% | +15.8% |
| 30D | -25.7% | +27.7% | -53.4% | -29.6% |
| 3M | -30.9% | +3.3% | -34.1% | -31.7% |
| 6M | -35.5% | +31.8% | -67.3% | -40.6% |
| YTD | -18.7% | +13.5% | -32.2% | -22.0% |
| 1Y | -17.9% | +16.0% | -33.9% | -22.0% |
| 3Y | +838.1% | +70.6% | +767.5% | +694.6% |
| All | +1,980.9% | +33.3% | +1,947.5% | +1,637.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling