+3,653.9%
CLS vs GM
+230.9%
+3,423.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.9% | +6.7% |
| 7D | +12.8% | +0.4% | +12.4% | +12.6% |
| 30D | +3.8% | -1.8% | +5.7% | +4.5% |
| 3M | -14.6% | +2.6% | -17.2% | -15.6% |
| 6M | +32.2% | +14.6% | +17.7% | +23.9% |
| YTD | +11.6% | +6.2% | +5.4% | +7.4% |
| 1Y | +35.1% | +48.7% | -13.6% | +10.1% |
| 3Y | +1,312.5% | +168.3% | +1,144.2% | +738.5% |
| 5Y | +3,542.1% | +82.8% | +3,459.3% | +2,403.5% |
| 10Y | +2,944.0% | +226.2% | +2,717.8% | +1,394.3% |
| All | +3,653.9% | +230.9% | +3,423.1% | +1,484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling