+17.8%
AVGO vs CLS
+47.9%
-30.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -3.0% | +4.6% | -7.5% | -5.1% |
| 30D | -14.4% | -13.9% | -0.5% | -10.2% |
| 3M | -14.4% | -26.6% | +12.1% | -4.9% |
| 6M | +13.1% | +15.4% | -2.3% | +1.1% |
| YTD | +3.8% | +5.7% | -1.9% | -5.8% |
| 1Y | +17.8% | +41.1% | -23.3% | -14.0% |
| All | +17.8% | +47.9% | -30.1% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling