+149,064.7%
AAPL vs CLS
+3,265.4%
+145,799.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +0.1% | +4.6% | -4.5% | -1.2% |
| 30D | +3.0% | -13.9% | +16.9% | +5.7% |
| 3M | +2.9% | -26.6% | +29.5% | +7.9% |
| 6M | +22.1% | +15.4% | +6.7% | +12.0% |
| YTD | +18.0% | +5.7% | +12.4% | +9.3% |
| 1Y | +33.9% | +41.1% | -7.2% | +12.1% |
| 3Y | +71.2% | +1,228.6% | -1,157.4% | -29.2% |
| 5Y | +112.6% | +3,240.6% | -3,128.0% | -33.6% |
| 10Y | +1,198.8% | +2,760.3% | -1,561.6% | +284.0% |
| All | +149,064.7% | +3,265.4% | +145,799.3% | +26,897.5% |
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 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