+35.1%
CLS vs GLXY
+13.9%
+21.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +4.8% |
| 7D | +12.8% | +15.5% | -2.7% | +8.3% |
| 30D | +3.8% | +34.1% | -30.3% | -4.5% |
| 3M | -14.6% | -11.3% | -3.3% | -13.6% |
| 6M | +32.2% | +31.6% | +0.6% | +19.5% |
| YTD | +11.6% | +21.0% | -9.4% | +0.6% |
| 1Y | +35.1% | +11.7% | +23.4% | +34.0% |
| All | +35.1% | +13.9% | +21.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GLXY 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling