+30.4%
AAPL vs CLS
-27.8%
+58.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.5% | -6.5% | +2.0% |
| 7D | +1.8% | +2.8% | -1.0% | +1.7% |
| 30D | +4.3% | -30.1% | +34.4% | +4.5% |
| 3M | +16.6% | -21.7% | +38.4% | +16.4% |
| 6M | +21.6% | -36.2% | +57.9% | +22.0% |
| YTD | +31.2% | -17.8% | +49.0% | +28.8% |
| All | +30.4% | -27.8% | +58.2% | +28.1% |
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