+838.1%
CLS vs GM
+231.6%
+606.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +16.3% | -0.2% | +16.5% | +16.3% |
| 30D | -25.7% | +3.6% | -29.2% | -26.8% |
| 3M | -30.9% | -0.2% | -30.6% | -31.4% |
| 6M | -35.5% | +13.9% | -49.4% | -38.7% |
| YTD | -18.7% | +6.5% | -25.2% | -21.8% |
| 1Y | -17.9% | +20.7% | -38.6% | -23.9% |
| 3Y | +838.1% | +229.5% | +608.6% | +490.1% |
| All | +838.1% | +231.6% | +606.5% | +490.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling