+857.7%
CSCO vs CLS
+2,126.9%
-1,269.2%
-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 | -22.1% | -34.3% | +12.2% | -13.4% |
| 6M | +3.2% | -50.1% | +53.3% | +21.6% |
| YTD | +24.1% | -30.1% | +54.2% | +28.1% |
| 1Y | +34.6% | -39.3% | +73.9% | +42.4% |
| 3Y | +90.0% | +732.7% | -642.7% | -28.1% |
| 5Y | +88.6% | +1,777.2% | -1,688.6% | -49.1% |
| 10Y | +316.5% | +1,645.6% | -1,329.1% | +0.4% |
| All | +857.7% | +2,126.9% | -1,269.2% | +25.9% |
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