+7.1%
CL vs GWW
+29.4%
-22.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -5.5% | -1.4% | -4.1% | -5.3% |
| 3M | +0.8% | -3.6% | +4.5% | +1.1% |
| 6M | -4.2% | +15.1% | -19.3% | -7.6% |
| YTD | +13.4% | +27.5% | -14.1% | +5.3% |
| 1Y | +7.1% | +29.6% | -22.5% | -2.8% |
| All | +7.1% | +29.4% | -22.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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