+1,929.4%
CLS vs BWA
+92.6%
+1,836.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.7% |
| 7D | +2.8% | +1.7% | +1.0% | +2.3% |
| 30D | -30.1% | -14.6% | -15.5% | -23.5% |
| 3M | -21.7% | -26.2% | +4.5% | -8.2% |
| 6M | -36.2% | -18.4% | -17.8% | -28.6% |
| YTD | -17.8% | +14.7% | -32.5% | -24.3% |
| 1Y | -26.8% | +13.3% | -40.1% | -32.2% |
| 3Y | +853.4% | +64.7% | +788.7% | +603.3% |
| 5Y | +2,005.0% | +32.2% | +1,972.9% | +1,580.9% |
| 10Y | +1,929.4% | +96.8% | +1,832.6% | +1,192.1% |
| All | +1,929.4% | +92.6% | +1,836.8% | +1,192.1% |
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