+35.1%
CLS vs BBWI
-33.4%
+68.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.1% | +8.8% | +5.8% |
| 7D | +12.8% | +1.6% | +11.2% | +12.6% |
| 30D | +3.8% | -6.2% | +10.0% | +4.4% |
| 3M | -14.6% | +4.3% | -19.0% | -15.7% |
| 6M | +32.2% | -7.2% | +39.4% | +33.1% |
| YTD | +11.6% | -3.0% | +14.7% | +9.8% |
| 1Y | +35.1% | -30.8% | +65.8% | +33.0% |
| All | +35.1% | -33.4% | +68.4% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling