-10.7%
CMG vs CLS
+47.9%
-58.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | -2.8% | +4.6% | -7.4% | -2.7% |
| 30D | +7.1% | -13.9% | +21.0% | +7.1% |
| 3M | +31.2% | -26.6% | +57.7% | +30.6% |
| 6M | +0.7% | +15.4% | -14.7% | +0.1% |
| YTD | -0.1% | +5.7% | -5.8% | -0.7% |
| 1Y | -10.7% | +41.1% | -51.9% | -8.1% |
| All | -10.7% | +47.9% | -58.6% | -8.1% |
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