+9.0%
AVGO vs CLS
+36.7%
-27.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -0.8% | +20.1% | -20.9% | -8.0% |
| 30D | -13.7% | +6.0% | -19.8% | -16.3% |
| 3M | -6.9% | -10.3% | +3.4% | -5.0% |
| 6M | +5.8% | +24.5% | -18.7% | -7.5% |
| YTD | +5.7% | +12.9% | -7.2% | -6.0% |
| 1Y | +9.0% | +36.7% | -27.7% | -13.5% |
| All | +9.0% | +36.7% | -27.6% | -13.5% |
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 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