+126.0%
GOOGL vs CLS
+842.1%
-716.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.2% |
| 7D | +3.9% | +16.3% | -12.4% | +1.7% |
| 30D | -14.9% | -25.7% | +10.7% | -11.8% |
| 3M | -14.6% | -30.9% | +16.3% | -11.1% |
| 6M | -26.4% | -35.5% | +9.0% | -24.0% |
| YTD | -5.3% | -18.7% | +13.4% | -7.1% |
| 1Y | +6.5% | -17.9% | +24.4% | +3.6% |
| 3Y | +126.0% | +838.1% | -712.0% | +51.0% |
| All | +126.0% | +842.1% | -716.1% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling