+767.4%
GOOG vs CLS
+2,968.1%
-2,200.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | -2.5% | +5.0% | -7.5% | -3.5% |
| 30D | -3.6% | +4.8% | -8.4% | -5.0% |
| 3M | -6.4% | -10.4% | +4.0% | -6.0% |
| 6M | +7.8% | +20.8% | -13.0% | -0.3% |
| YTD | +5.5% | +10.0% | -4.5% | -1.6% |
| 1Y | +38.3% | +28.5% | +9.7% | +22.8% |
| 3Y | +143.1% | +1,292.2% | -1,149.1% | +13.8% |
| 5Y | +135.0% | +3,616.8% | -3,481.8% | -15.5% |
| All | +767.4% | +2,968.1% | -2,200.7% | +177.9% |
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 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