+10.9%
CMG vs CLS
-28.7%
+39.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -9.1% | +14.9% | +5.5% |
| 7D | +22.5% | -21.1% | +43.7% | +21.8% |
| 30D | +14.1% | -38.2% | +52.3% | +13.2% |
| 3M | +4.1% | -36.3% | +40.4% | +3.7% |
| 6M | +10.1% | -43.8% | +53.9% | +9.7% |
| YTD | -4.9% | -20.0% | +15.2% | -6.9% |
| 1Y | +10.9% | -29.6% | +40.5% | +8.2% |
| All | +10.9% | -28.7% | +39.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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