+39.4%
CSCO vs CLS
-34.6%
+73.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.9% | -2.7% | +3.7% |
| 7D | -2.9% | -10.6% | +7.6% | -1.2% |
| 30D | -16.7% | -38.4% | +21.8% | -9.9% |
| 3M | -18.4% | -29.9% | +11.4% | -14.1% |
| 6M | +2.9% | -40.6% | +43.6% | +10.7% |
| YTD | +30.4% | -24.6% | +55.0% | +34.1% |
| All | +39.4% | -34.6% | +73.9% | +44.1% |
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