+165,464.9%
AAPL vs CLS
+2,637.0%
+162,827.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -1.2% |
| 7D | +3.2% | +23.5% | -20.3% | -1.9% |
| 30D | +4.1% | -28.9% | +33.0% | +11.1% |
| 3M | +17.5% | -25.2% | +42.7% | +22.6% |
| 6M | +20.6% | -32.1% | +52.7% | +25.2% |
| YTD | +31.0% | -14.1% | +45.1% | +24.7% |
| 1Y | +30.2% | -24.1% | +54.3% | +26.0% |
| 3Y | +92.9% | +897.0% | -804.1% | -15.8% |
| 5Y | +142.4% | +2,089.9% | -1,947.5% | -17.0% |
| 10Y | +1,324.9% | +2,022.2% | -697.3% | +345.4% |
| All | +165,464.9% | +2,637.0% | +162,827.9% | +30,715.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling