+3,038.3%
CLS vs BWA
+142.7%
+2,895.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.9% |
| 7D | +20.1% | +0.1% | +20.0% | +20.0% |
| 30D | +6.0% | -5.6% | +11.6% | +8.8% |
| 3M | -10.3% | -10.7% | +0.4% | -5.3% |
| 6M | +24.5% | +23.2% | +1.3% | +12.7% |
| YTD | +12.9% | +46.0% | -33.1% | -8.6% |
| 1Y | +36.7% | +51.2% | -14.5% | +8.3% |
| 3Y | +1,328.1% | +69.6% | +1,258.5% | +927.7% |
| 5Y | +3,682.3% | +86.6% | +3,595.7% | +2,420.5% |
| 10Y | +3,038.3% | +152.3% | +2,886.0% | +1,622.0% |
| All | +3,038.3% | +142.7% | +2,895.6% | +1,622.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling