-29.6%
CLS vs GM
+37.1%
-66.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.6% | -13.7% | -10.5% |
| 7D | -21.1% | +12.1% | -33.2% | -24.6% |
| 30D | -38.2% | +15.2% | -53.4% | -41.6% |
| 3M | -36.3% | +4.9% | -41.2% | -37.9% |
| 6M | -43.8% | +22.6% | -66.4% | -49.1% |
| YTD | -20.0% | +14.4% | -34.4% | -29.1% |
| 1Y | -29.6% | +39.4% | -69.0% | -43.2% |
| All | -29.6% | +37.1% | -66.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling