+5,393.0%
CL vs GWW
+15,849.7%
-10,456.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +0.5% | +5.1% | -4.6% | -0.7% |
| 30D | +11.6% | +12.2% | -0.7% | +8.6% |
| 3M | +5.6% | +13.5% | -7.9% | +2.4% |
| 6M | +13.2% | +17.8% | -4.7% | +8.5% |
| YTD | +26.9% | +44.3% | -17.4% | +15.6% |
| 1Y | +27.3% | +52.8% | -25.5% | +14.3% |
| 3Y | +39.7% | +89.9% | -50.2% | +17.6% |
| 5Y | +41.3% | +214.5% | -173.1% | +3.6% |
| 10Y | +76.3% | +657.6% | -581.3% | -0.8% |
| All | +5,393.0% | +15,849.7% | -10,456.6% | +1,035.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling