+1,914.6%
CLS vs GM
+205.9%
+1,708.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +16.3% | -0.2% | +16.5% | +16.4% |
| 30D | -25.7% | +3.6% | -29.2% | -27.3% |
| 3M | -30.9% | -0.2% | -30.6% | -31.6% |
| 6M | -35.5% | +13.9% | -49.4% | -40.2% |
| YTD | -18.7% | +6.5% | -25.2% | -22.9% |
| 1Y | -17.9% | +20.7% | -38.6% | -26.6% |
| 3Y | +838.1% | +229.5% | +608.6% | +379.1% |
| 5Y | +1,971.9% | +41.5% | +1,930.4% | +1,465.4% |
| All | +1,914.6% | +205.9% | +1,708.7% | +904.5% |
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