+2,104.6%
CLS vs GEN
+2,502.2%
-397.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.4% |
| 7D | -22.2% | +2.3% | -24.4% | -22.9% |
| 30D | -44.4% | +33.1% | -77.4% | -50.1% |
| 3M | -34.3% | +6.5% | -40.8% | -37.3% |
| 6M | -50.1% | +53.8% | -103.9% | -58.5% |
| YTD | -30.1% | +11.2% | -41.3% | -35.7% |
| 1Y | -39.3% | +19.4% | -58.7% | -45.7% |
| 3Y | +732.7% | +81.0% | +651.7% | +538.3% |
| 5Y | +1,777.2% | +33.4% | +1,743.8% | +1,448.9% |
| 10Y | +1,645.6% | +164.3% | +1,481.3% | +909.7% |
| All | +2,104.6% | +2,502.2% | -397.6% | +453.1% |
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