+39.7%
CL vs GWW
+89.4%
-49.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +0.5% | +5.1% | -4.6% | -0.2% |
| 30D | +11.6% | +12.2% | -0.7% | +9.9% |
| 3M | +5.6% | +13.5% | -7.9% | +3.8% |
| 6M | +13.2% | +17.8% | -4.7% | +10.3% |
| YTD | +26.9% | +44.3% | -17.4% | +19.4% |
| 1Y | +27.3% | +52.8% | -25.5% | +18.7% |
| 3Y | +39.7% | +89.9% | -50.2% | +30.9% |
| All | +39.7% | +89.4% | -49.7% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling