+1,237.1%
AAPL vs CLS
+3,003.3%
-1,766.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -3.0% | +20.1% | -23.1% | -6.0% |
| 30D | +2.3% | +6.0% | -3.7% | +0.8% |
| 3M | +8.6% | -10.3% | +18.9% | +8.9% |
| 6M | +21.6% | +24.5% | -2.9% | +12.7% |
| YTD | +16.3% | +12.9% | +3.5% | +8.8% |
| 1Y | +35.1% | +36.7% | -1.6% | +19.0% |
| 3Y | +79.4% | +1,328.1% | -1,248.7% | -17.0% |
| 5Y | +109.8% | +3,682.3% | -3,572.5% | -26.6% |
| 10Y | +1,237.1% | +3,038.3% | -1,801.2% | +333.7% |
| All | +1,237.1% | +3,003.3% | -1,766.2% | +333.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling