+366.8%
CSCO vs CLS
+2,932.8%
-2,566.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.7% | -1.0% |
| 7D | -0.5% | +12.8% | -13.3% | -2.8% |
| 30D | -10.1% | +3.8% | -13.9% | -11.1% |
| 3M | -11.7% | -14.6% | +2.9% | -10.3% |
| 6M | +40.1% | +32.2% | +7.9% | +30.0% |
| YTD | +43.8% | +11.6% | +32.2% | +36.9% |
| 1Y | +66.6% | +35.1% | +31.6% | +50.8% |
| 3Y | +108.5% | +1,312.5% | -1,204.0% | +8.2% |
| 5Y | +114.0% | +3,542.1% | -3,428.1% | -14.1% |
| 10Y | +366.8% | +2,944.0% | -2,577.2% | +76.3% |
| All | +366.8% | +2,932.8% | -2,566.0% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling