+1,338.0%
CLS vs GM
+166.7%
+1,171.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.1% | +6.8% |
| 7D | +10.9% | -2.4% | +13.4% | +11.8% |
| 30D | +2.1% | -1.1% | +3.2% | +2.3% |
| 3M | -10.2% | +6.1% | -16.3% | -12.1% |
| 6M | +30.4% | +15.0% | +15.4% | +23.9% |
| YTD | +17.2% | +6.0% | +11.2% | +13.6% |
| 1Y | +41.0% | +47.1% | -6.1% | +22.4% |
| 3Y | +1,338.0% | +170.5% | +1,167.5% | +801.0% |
| All | +1,338.0% | +166.7% | +1,171.2% | +801.0% |
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 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