+2,104.6%
CLS vs BBWI
+442.9%
+1,661.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.6% |
| 7D | -22.2% | -6.2% | -16.0% | -20.6% |
| 30D | -44.4% | +19.9% | -64.3% | -48.2% |
| 3M | -34.3% | +7.1% | -41.4% | -37.4% |
| 6M | -50.1% | +13.7% | -63.7% | -54.2% |
| YTD | -30.1% | +9.6% | -39.7% | -36.7% |
| 1Y | -39.3% | -1.6% | -37.7% | -43.7% |
| 3Y | +732.7% | -25.9% | +758.6% | +702.8% |
| 5Y | +1,777.2% | -67.8% | +1,845.0% | +2,171.8% |
| 10Y | +1,645.6% | -43.5% | +1,689.1% | +1,249.3% |
| All | +2,104.6% | +442.9% | +1,661.7% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling