-29.6%
CLS vs BWA
+17.4%
-47.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.5% | -6.5% | -7.8% |
| 7D | -21.1% | -9.9% | -11.3% | -16.8% |
| 30D | -38.2% | -16.4% | -21.9% | -32.3% |
| 3M | -36.3% | -19.8% | -16.5% | -29.1% |
| 6M | -43.8% | -10.0% | -33.8% | -38.3% |
| YTD | -20.0% | +12.7% | -32.8% | -21.0% |
| 1Y | -29.6% | +15.7% | -45.3% | -31.0% |
| All | -29.6% | +17.4% | -47.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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