+2,953.7%
CLS vs GM
+242.0%
+2,711.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.8% |
| 7D | +5.0% | -1.1% | +6.0% | +5.3% |
| 30D | +4.8% | -3.4% | +8.2% | +6.2% |
| 3M | -10.4% | +8.7% | -19.1% | -13.9% |
| 6M | +20.8% | +15.4% | +5.4% | +12.4% |
| YTD | +10.0% | +6.6% | +3.4% | +5.4% |
| 1Y | +28.5% | +51.5% | -23.0% | +2.8% |
| 3Y | +1,292.2% | +169.3% | +1,122.9% | +697.4% |
| 5Y | +3,616.8% | +81.6% | +3,535.2% | +2,398.1% |
| All | +2,953.7% | +242.0% | +2,711.7% | +1,348.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling