-29.6%
CLS vs GNRC
+17.5%
-47.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -9.5% | +0.5% | -3.5% |
| 7D | -21.1% | -6.0% | -15.2% | -18.2% |
| 30D | -38.2% | -12.0% | -26.2% | -33.2% |
| 3M | -36.3% | -13.4% | -22.9% | -30.6% |
| 6M | -43.8% | -26.4% | -17.5% | -33.0% |
| YTD | -20.0% | +38.8% | -58.9% | -31.6% |
| 1Y | -29.6% | +20.9% | -50.5% | -32.0% |
| All | -29.6% | +17.5% | -47.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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