-24.1%
CLS vs BWA
+12.4%
-36.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | +23.5% | +7.3% | +16.3% | +19.0% |
| 30D | -28.9% | -15.8% | -13.1% | -22.2% |
| 3M | -25.2% | -25.7% | +0.6% | -13.5% |
| 6M | -32.1% | -19.6% | -12.5% | -22.9% |
| YTD | -14.1% | +14.1% | -28.1% | -14.6% |
| 1Y | -24.1% | +12.2% | -36.2% | -24.0% |
| All | -24.1% | +12.4% | -36.5% | -24.0% |
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