+4.5%
GOOGL vs CLS
-24.5%
+28.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.3% |
| 7D | +5.7% | +23.5% | -17.8% | +3.4% |
| 30D | -15.6% | -28.9% | +13.4% | -13.1% |
| 3M | -13.0% | -25.2% | +12.2% | -11.2% |
| 6M | -22.8% | -32.1% | +9.3% | -21.6% |
| YTD | -4.4% | -14.1% | +9.7% | -8.0% |
| 1Y | +4.5% | -24.1% | +28.5% | +1.9% |
| All | +4.5% | -24.5% | +28.9% | +1.9% |
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 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