+13,447.0%
GOOG vs CLS
+2,160.1%
+11,286.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -1.1% |
| 7D | +1.1% | +12.8% | -11.7% | -1.6% |
| 30D | -5.1% | +3.8% | -8.9% | -6.3% |
| 3M | -7.1% | -14.6% | +7.5% | -5.7% |
| 6M | +12.7% | +32.2% | -19.6% | +2.0% |
| YTD | +7.1% | +11.6% | -4.5% | -0.5% |
| 1Y | +43.6% | +35.1% | +8.5% | +25.9% |
| 3Y | +146.8% | +1,312.5% | -1,165.8% | +17.0% |
| 5Y | +133.7% | +3,542.1% | -3,408.4% | -12.9% |
| 10Y | +773.3% | +2,944.0% | -2,170.7% | +210.9% |
| All | +13,447.0% | +2,160.1% | +11,286.9% | +4,230.6% |
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