+152.0%
GE vs CLS
+3,003.3%
-2,851.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | -1.2% | +20.1% | -21.3% | -5.9% |
| 30D | -11.3% | +6.0% | -17.3% | -13.2% |
| 3M | -1.4% | -10.3% | +8.9% | -0.8% |
| 6M | +1.2% | +24.5% | -23.3% | -9.4% |
| YTD | +5.9% | +12.9% | -6.9% | -3.9% |
| 1Y | +18.4% | +36.7% | -18.3% | -1.1% |
| 3Y | +271.0% | +1,328.1% | -1,057.1% | +27.2% |
| 5Y | +417.9% | +3,682.3% | -3,264.4% | +18.5% |
| 10Y | +152.0% | +3,038.3% | -2,886.3% | -50.4% |
| All | +152.0% | +3,003.3% | -2,851.3% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling