-5.2%
CMG vs CLS
+3,652.5%
-3,657.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | -6.5% | +20.1% | -26.6% | -8.4% |
| 30D | +12.1% | +6.0% | +6.1% | +11.1% |
| 3M | +20.6% | -10.3% | +30.9% | +20.9% |
| 6M | +2.1% | +24.5% | -22.4% | -3.4% |
| YTD | -2.6% | +12.9% | -15.5% | -7.3% |
| 1Y | -8.7% | +36.7% | -45.4% | -17.1% |
| 3Y | -7.4% | +1,328.1% | -1,335.5% | -53.7% |
| All | -5.2% | +3,652.5% | -3,657.8% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling