+150.5%
GOOGL vs CLS
+1,316.2%
-1,165.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.7% | -0.8% |
| 7D | +1.1% | +12.8% | -11.7% | -0.8% |
| 30D | -4.4% | +3.8% | -8.3% | -5.3% |
| 3M | -6.8% | -14.6% | +7.8% | -5.7% |
| 6M | +13.6% | +32.2% | -18.7% | +5.4% |
| YTD | +8.3% | +11.6% | -3.3% | +2.4% |
| 1Y | +44.9% | +35.1% | +9.9% | +31.2% |
| 3Y | +150.5% | +1,312.5% | -1,162.1% | +41.3% |
| All | +150.5% | +1,316.2% | -1,165.7% | +41.3% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling