+109.0%
AAPL vs CLS
+3,459.5%
-3,350.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -1.9% |
| 7D | -2.7% | +12.8% | -15.5% | -4.4% |
| 30D | +1.0% | +3.8% | -2.8% | +0.1% |
| 3M | +5.0% | -14.6% | +19.6% | +6.0% |
| 6M | +23.0% | +32.2% | -9.2% | +14.3% |
| YTD | +16.6% | +11.6% | +5.0% | +10.4% |
| 1Y | +33.4% | +35.1% | -1.6% | +19.8% |
| 3Y | +79.9% | +1,312.5% | -1,232.7% | -17.3% |
| 5Y | +109.0% | +3,542.1% | -3,433.0% | -31.0% |
| All | +109.0% | +3,459.5% | -3,350.5% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling