+2,029.3%
CLS vs BWA
+94.6%
+1,934.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +23.5% | +7.3% | +16.3% | +19.2% |
| 30D | -28.9% | -15.8% | -13.1% | -21.7% |
| 3M | -25.2% | -25.7% | +0.6% | -12.5% |
| 6M | -32.1% | -19.6% | -12.5% | -23.4% |
| YTD | -14.1% | +14.1% | -28.1% | -20.6% |
| 1Y | -24.1% | +12.2% | -36.2% | -29.3% |
| 3Y | +897.0% | +63.8% | +833.1% | +637.4% |
| 5Y | +2,089.9% | +28.7% | +2,061.2% | +1,672.6% |
| All | +2,029.3% | +94.6% | +1,934.7% | +1,258.7% |
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