+667.7%
GOOGL vs CLS
+1,924.3%
-1,256.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.4% | +0.5% |
| 7D | +1.6% | +2.8% | -1.2% | +0.8% |
| 30D | -16.8% | -30.1% | +13.3% | -11.5% |
| 3M | -14.6% | -21.7% | +7.1% | -11.9% |
| 6M | -24.4% | -36.2% | +11.8% | -20.6% |
| YTD | -6.1% | -17.8% | +11.8% | -8.4% |
| 1Y | +1.0% | -26.8% | +27.8% | 0.0% |
| 3Y | +123.4% | +853.4% | -729.9% | +10.8% |
| 5Y | +103.2% | +2,005.0% | -1,901.8% | -20.1% |
| 10Y | +667.7% | +1,929.4% | -1,261.7% | +150.8% |
| All | +667.7% | +1,924.3% | -1,256.6% | +150.8% |
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 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