+12.4%
CMG vs CLS
-26.6%
+39.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.1% |
| 7D | +2.5% | +16.3% | -13.8% | +3.0% |
| 30D | +15.6% | -25.7% | +41.3% | +14.8% |
| 3M | +8.2% | -30.9% | +39.1% | +7.6% |
| 6M | +9.9% | -35.5% | +45.4% | +8.7% |
| YTD | -4.6% | -18.7% | +14.0% | -6.5% |
| 1Y | +12.4% | -17.9% | +30.3% | +10.6% |
| All | +12.4% | -26.6% | +39.0% | +10.6% |
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