+32.3%
CLS vs GM
+51.0%
-18.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.3% |
| 7D | +5.0% | -1.1% | +6.0% | +5.2% |
| 30D | +4.8% | -3.4% | +8.2% | +5.6% |
| 3M | -10.4% | +8.7% | -19.1% | -12.3% |
| 6M | +20.8% | +15.4% | +5.4% | +16.0% |
| YTD | +10.0% | +6.6% | +3.4% | +5.2% |
| All | +32.3% | +51.0% | -18.6% | +35.2% |
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