+44.2%
GEV vs CLS
-26.6%
+70.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | 0.0% |
| 7D | +3.7% | +16.3% | -12.5% | -1.8% |
| 30D | -14.7% | -25.7% | +11.0% | -6.3% |
| 3M | -23.4% | -30.9% | +7.4% | -14.1% |
| 6M | -24.3% | -35.5% | +11.2% | -15.3% |
| YTD | +23.2% | -18.7% | +41.9% | +21.1% |
| 1Y | +44.2% | -17.9% | +62.1% | +39.9% |
| All | +44.2% | -26.6% | +70.8% | +39.9% |
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