+2,277.8%
CLS vs GEN
+2,503.1%
-225.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.8% | +7.8% |
| 7D | -10.6% | -0.3% | -10.3% | -10.6% |
| 30D | -38.4% | +28.2% | -66.6% | -44.0% |
| 3M | -29.9% | +2.6% | -32.5% | -32.2% |
| 6M | -40.6% | +32.7% | -73.3% | -47.9% |
| YTD | -24.6% | +11.3% | -35.9% | -30.7% |
| 1Y | -30.8% | +17.9% | -48.7% | -37.7% |
| 3Y | +811.7% | +66.3% | +745.4% | +620.6% |
| 5Y | +1,838.4% | +31.7% | +1,806.8% | +1,508.3% |
| 10Y | +1,751.5% | +150.0% | +1,601.5% | +993.7% |
| All | +2,277.8% | +2,503.1% | -225.3% | +496.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling