+702.3%
GOOG vs CLS
+1,916.3%
-1,213.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | +0.1% |
| 7D | +3.0% | +16.3% | -13.3% | 0.0% |
| 30D | -14.9% | -25.7% | +10.8% | -10.6% |
| 3M | -14.9% | -30.9% | +16.0% | -10.1% |
| 6M | -26.6% | -35.5% | +8.9% | -23.2% |
| YTD | -6.6% | -18.7% | +12.1% | -8.8% |
| 1Y | +5.1% | -17.9% | +23.0% | +1.5% |
| 3Y | +121.0% | +838.1% | -717.1% | +10.9% |
| 5Y | +97.3% | +1,971.9% | -1,874.6% | -21.2% |
| All | +702.3% | +1,916.3% | -1,213.9% | +167.4% |
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 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