+90.4%
AAPL vs CLS
+804.7%
-714.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.9% | -5.4% | +1.9% |
| 7D | +3.7% | -10.6% | +14.2% | +4.2% |
| 30D | +4.2% | -38.4% | +42.6% | +7.3% |
| 3M | +12.0% | -29.9% | +41.9% | +13.8% |
| 6M | +19.8% | -40.6% | +60.4% | +22.4% |
| YTD | +29.3% | -24.6% | +53.9% | +27.8% |
| 1Y | +31.1% | -30.8% | +61.9% | +29.8% |
| All | +90.4% | +804.7% | -714.3% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling