+746.7%
GOOGL vs CLS
+3,003.3%
-2,256.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -1.9% | +20.1% | -22.0% | -5.4% |
| 30D | -7.5% | +6.0% | -13.5% | -9.0% |
| 3M | -9.2% | -10.3% | +1.1% | -8.7% |
| 6M | +8.1% | +24.5% | -16.4% | -0.7% |
| YTD | +5.8% | +12.9% | -7.0% | -1.8% |
| 1Y | +38.3% | +36.7% | +1.7% | +21.2% |
| 3Y | +144.8% | +1,328.1% | -1,183.3% | +12.9% |
| 5Y | +132.5% | +3,682.3% | -3,549.8% | -17.9% |
| 10Y | +746.7% | +3,038.3% | -2,291.6% | +164.9% |
| All | +746.7% | +3,003.3% | -2,256.6% | +164.9% |
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