+3,231.7%
CLS vs GEN
+2,577.3%
+654.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.5% |
| 7D | +4.6% | -1.2% | +5.8% | +5.0% |
| 30D | -13.9% | +10.1% | -24.0% | -16.8% |
| 3M | -26.6% | +16.1% | -42.7% | -30.9% |
| 6M | +15.4% | +38.9% | -23.4% | +1.2% |
| YTD | +5.7% | +14.4% | -8.8% | -1.5% |
| 1Y | +41.1% | +5.9% | +35.3% | +34.7% |
| 3Y | +1,228.6% | +58.8% | +1,169.8% | +989.5% |
| 5Y | +3,240.6% | +24.7% | +3,216.0% | +2,789.7% |
| 10Y | +2,760.3% | +163.1% | +2,597.3% | +1,595.3% |
| All | +3,231.7% | +2,577.3% | +654.4% | +747.9% |
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