+2,944.0%
CLS vs BBWI
-56.0%
+3,000.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.1% | +8.8% | +6.4% |
| 7D | +12.8% | +1.6% | +11.2% | +12.4% |
| 30D | +3.8% | -6.2% | +10.0% | +4.6% |
| 3M | -14.6% | +4.3% | -19.0% | -16.8% |
| 6M | +32.2% | -7.2% | +39.4% | +30.6% |
| YTD | +11.6% | -3.0% | +14.7% | +8.4% |
| 1Y | +35.1% | -30.8% | +65.8% | +41.2% |
| 3Y | +1,312.5% | -43.4% | +1,355.9% | +1,396.1% |
| 5Y | +3,542.1% | -66.7% | +3,608.8% | +4,108.4% |
| 10Y | +2,944.0% | -55.7% | +2,999.7% | +2,310.2% |
| All | +2,944.0% | -56.0% | +3,000.0% | +2,310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling