+338.9%
GE vs CLS
+2,301.8%
-1,963.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.9% | -4.1% | +2.0% |
| 7D | +6.3% | -10.6% | +16.8% | +8.6% |
| 30D | +8.9% | -38.4% | +47.3% | +20.1% |
| 3M | -9.2% | -29.9% | +20.7% | -3.7% |
| 6M | +13.2% | -40.6% | +53.9% | +21.9% |
| YTD | +9.4% | -24.6% | +34.0% | +8.9% |
| 1Y | +9.8% | -30.8% | +40.6% | +10.2% |
| 3Y | +278.2% | +811.7% | -533.6% | +87.0% |
| 5Y | +396.0% | +1,838.4% | -1,442.4% | +99.0% |
| 10Y | +162.4% | +1,751.5% | -1,589.1% | -0.6% |
| All | +338.9% | +2,301.8% | -1,963.0% | -7.7% |
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