+854.0%
CSCO vs CLS
+2,126.9%
-1,272.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -10.2% | -22.2% | +12.0% | -3.3% |
| 30D | -20.1% | -44.4% | +24.3% | -5.4% |
| 3M | -22.4% | -34.3% | +11.9% | -13.7% |
| 6M | +2.8% | -50.1% | +52.9% | +21.2% |
| YTD | +23.6% | -30.1% | +53.7% | +27.6% |
| 1Y | +34.0% | -39.3% | +73.4% | +41.8% |
| 3Y | +89.3% | +732.7% | -643.5% | -28.4% |
| 5Y | +87.9% | +1,777.2% | -1,689.4% | -49.3% |
| 10Y | +314.9% | +1,645.6% | -1,330.7% | 0.0% |
| All | +854.0% | +2,126.9% | -1,272.9% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling