+11.0%
GS vs CLS
-24.5%
+35.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -2.2% |
| 7D | +5.1% | +23.5% | -18.4% | +1.3% |
| 30D | +2.4% | -28.9% | +31.4% | +7.7% |
| 3M | -11.5% | -25.2% | +13.7% | -8.2% |
| 6M | -2.5% | -32.1% | +29.6% | +1.4% |
| YTD | +5.5% | -14.1% | +19.5% | +3.6% |
| 1Y | +11.0% | -24.1% | +35.1% | +10.9% |
| All | +11.0% | -24.5% | +35.5% | +10.9% |
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