+16.6%
GS vs CLS
-28.7%
+45.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.5% | -6.7% | +0.3% |
| 7D | -0.1% | +2.8% | -2.9% | -0.7% |
| 30D | +3.7% | -30.1% | +33.8% | +9.3% |
| 3M | -10.0% | -21.7% | +11.8% | -7.4% |
| 6M | -1.0% | -36.2% | +35.2% | +4.1% |
| YTD | +7.0% | -17.8% | +24.8% | +6.0% |
| 1Y | +16.6% | -26.8% | +43.4% | +17.4% |
| All | +16.6% | -28.7% | +45.3% | +17.4% |
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 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