+436.6%
GE vs CLS
+3,233.5%
-2,797.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -1.6% | +4.6% | -6.2% | -2.5% |
| 30D | -11.6% | -13.9% | +2.3% | -9.6% |
| 3M | +3.0% | -26.6% | +29.6% | +7.5% |
| 6M | -0.5% | +15.4% | -15.9% | -7.4% |
| YTD | +9.7% | +5.7% | +4.1% | +3.1% |
| 1Y | +20.0% | +41.1% | -21.1% | +3.3% |
| 3Y | +275.8% | +1,228.6% | -952.7% | +60.9% |
| All | +436.6% | +3,233.5% | -2,797.0% | +65.3% |
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