-24.4%
GOOGL vs CLS
-35.2%
+10.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.4% | +1.7% |
| 7D | +1.6% | +2.8% | -1.2% | +1.3% |
| 30D | -16.8% | -30.1% | +13.3% | -16.3% |
| 3M | -14.6% | -21.7% | +7.1% | -14.2% |
| 6M | -24.4% | -36.2% | +11.8% | -24.6% |
| All | -24.4% | -35.2% | +10.8% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling