+8.9%
GE vs CLS
-28.7%
+37.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.1% | +11.8% | +3.5% |
| 7D | +9.4% | -21.1% | +30.5% | +11.7% |
| 30D | +7.5% | -38.2% | +45.8% | +12.0% |
| 3M | -12.5% | -36.3% | +23.8% | -9.5% |
| 6M | +17.8% | -43.8% | +61.6% | +22.2% |
| YTD | +7.4% | -20.0% | +27.4% | +3.6% |
| 1Y | +8.9% | -29.6% | +38.5% | +5.0% |
| All | +8.9% | -28.7% | +37.6% | +5.0% |
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