+66.6%
CSCO vs CLS
+33.9%
+32.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.7% | -0.9% |
| 7D | -0.5% | +12.8% | -13.3% | -2.5% |
| 30D | -10.1% | +3.8% | -13.9% | -10.9% |
| 3M | -11.7% | -14.6% | +2.9% | -10.4% |
| 6M | +40.1% | +32.2% | +7.9% | +32.5% |
| YTD | +43.8% | +11.6% | +32.2% | +39.2% |
| 1Y | +66.6% | +35.1% | +31.6% | +57.3% |
| All | +66.6% | +33.9% | +32.8% | +57.3% |
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 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