+1,751.5%
CLS vs BBWI
-41.3%
+1,792.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +6.0% | +7.4% |
| 7D | -10.6% | -6.2% | -4.4% | -9.2% |
| 30D | -38.4% | +25.5% | -63.9% | -42.0% |
| 3M | -29.9% | +8.0% | -37.8% | -32.1% |
| 6M | -40.6% | +12.7% | -53.3% | -43.9% |
| YTD | -24.6% | +11.6% | -36.2% | -29.7% |
| 1Y | -30.8% | -0.9% | -29.9% | -34.1% |
| 3Y | +811.7% | -22.7% | +834.4% | +790.4% |
| 5Y | +1,838.4% | -67.2% | +1,905.6% | +2,130.5% |
| 10Y | +1,751.5% | -43.7% | +1,795.2% | +1,310.9% |
| All | +1,751.5% | -41.3% | +1,792.8% | +1,310.9% |
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