+3,909.1%
CMG vs CLS
+2,178.1%
+1,731.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +1.3% |
| 7D | +2.5% | +16.3% | -13.8% | -0.4% |
| 30D | +15.6% | -25.7% | +41.3% | +20.4% |
| 3M | +8.2% | -30.9% | +39.1% | +13.1% |
| 6M | +9.9% | -35.5% | +45.4% | +13.5% |
| YTD | -4.6% | -18.7% | +14.0% | -7.9% |
| 1Y | +12.4% | -17.9% | +30.3% | +7.2% |
| 3Y | -18.0% | +838.1% | -856.1% | -59.5% |
| 5Y | -5.3% | +1,971.9% | -1,977.2% | -62.5% |
| 10Y | +344.2% | +1,907.9% | -1,563.6% | +60.7% |
| All | +3,909.1% | +2,178.1% | +1,731.0% | +990.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling