+620.7%
GEV vs CLS
+567.8%
+52.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +3.3% | +4.6% | -1.3% | +1.2% |
| 30D | -7.5% | -13.9% | +6.4% | -2.9% |
| 3M | -2.2% | -26.6% | +24.4% | +7.6% |
| 6M | +12.1% | +15.4% | -3.3% | -0.8% |
| YTD | +44.4% | +5.7% | +38.7% | +30.1% |
| 1Y | +57.7% | +41.1% | +16.5% | +19.7% |
| All | +620.7% | +567.8% | +52.9% | +166.4% |
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 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