+4.4%
GOOGL vs CLS
-28.7%
+33.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.1% | +12.2% | +4.1% |
| 7D | -11.1% | -21.1% | +10.1% | -8.8% |
| 30D | -16.6% | -38.2% | +21.6% | -12.7% |
| 3M | -23.4% | -36.3% | +12.9% | -20.3% |
| 6M | -24.5% | -43.8% | +19.3% | -21.0% |
| YTD | -7.5% | -20.0% | +12.5% | -10.4% |
| 1Y | +4.4% | -29.6% | +34.0% | +2.8% |
| All | +4.4% | -28.7% | +33.1% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling