+150.5%
GOOGL vs CLS
+1,240.6%
-1,090.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -2.3% | +4.6% | -6.9% | -3.0% |
| 30D | -6.6% | -13.9% | +7.3% | -4.9% |
| 3M | -8.9% | -26.6% | +17.6% | -5.9% |
| 6M | +11.9% | +15.4% | -3.5% | +6.0% |
| YTD | +8.3% | +5.7% | +2.7% | +3.2% |
| 1Y | +46.2% | +41.1% | +5.1% | +31.2% |
| All | +150.5% | +1,240.6% | -1,090.0% | +42.5% |
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