+163,385.9%
AAPL vs CLS
+2,301.8%
+161,084.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.9% | -5.4% | +0.6% |
| 7D | +3.7% | -10.6% | +14.2% | +5.8% |
| 30D | +4.2% | -38.4% | +42.6% | +15.0% |
| 3M | +12.0% | -29.9% | +41.9% | +18.5% |
| 6M | +19.8% | -40.6% | +60.4% | +28.4% |
| YTD | +29.3% | -24.6% | +53.9% | +27.1% |
| 1Y | +31.1% | -30.8% | +61.9% | +29.5% |
| 3Y | +94.9% | +811.7% | -716.9% | -13.2% |
| 5Y | +138.1% | +1,838.4% | -1,700.4% | -16.1% |
| 10Y | +1,276.0% | +1,751.5% | -475.5% | +344.5% |
| All | +163,385.9% | +2,301.8% | +161,084.1% | +31,298.7% |
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 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