+128.8%
GOOG vs CLS
+3,586.2%
-3,457.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -1.6% | +20.1% | -21.7% | -4.9% |
| 30D | -7.7% | +6.0% | -13.7% | -9.1% |
| 3M | -9.3% | -10.3% | +1.0% | -8.9% |
| 6M | +7.4% | +24.5% | -17.1% | -1.1% |
| YTD | +4.9% | +12.9% | -8.0% | -2.6% |
| 1Y | +37.2% | +36.7% | +0.5% | +20.3% |
| 3Y | +141.6% | +1,328.1% | -1,186.5% | +3.4% |
| 5Y | +128.8% | +3,682.3% | -3,553.6% | -30.1% |
| All | +128.8% | +3,586.2% | -3,457.4% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling