+718.9%
AVGO vs CLS
+3,459.5%
-2,740.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.7% | +0.4% |
| 7D | -0.3% | +12.8% | -13.1% | -6.3% |
| 30D | -13.8% | +3.8% | -17.7% | -16.3% |
| 3M | -6.9% | -14.6% | +7.7% | -3.0% |
| 6M | +11.9% | +32.2% | -20.3% | -7.6% |
| YTD | +6.9% | +11.6% | -4.7% | -6.4% |
| 1Y | +7.4% | +35.1% | -27.6% | -16.1% |
| 3Y | +345.6% | +1,312.5% | -967.0% | +9.9% |
| 5Y | +718.9% | +3,542.1% | -2,823.2% | +37.7% |
| All | +718.9% | +3,459.5% | -2,740.7% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling