+2.8%
AVGO vs CLS
-26.6%
+29.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.4% | +0.6% | -2.6% |
| 7D | +18.2% | +16.3% | +1.9% | +11.6% |
| 30D | +0.2% | -25.7% | +25.9% | +11.1% |
| 3M | -16.8% | -30.9% | +14.1% | -6.0% |
| 6M | -16.5% | -35.5% | +19.0% | -4.4% |
| YTD | +0.8% | -18.7% | +19.5% | +0.1% |
| 1Y | +2.8% | -17.9% | +20.7% | +0.4% |
| All | +2.8% | -26.6% | +29.4% | +0.4% |
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 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