+3,542.1%
CLS vs BWA
+88.6%
+3,453.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +6.6% |
| 7D | +12.8% | +4.3% | +8.5% | +10.3% |
| 30D | +3.8% | -2.9% | +6.7% | +5.1% |
| 3M | -14.6% | -12.4% | -2.2% | -9.0% |
| 6M | +32.2% | +28.6% | +3.7% | +17.8% |
| YTD | +11.6% | +48.2% | -36.6% | -10.2% |
| 1Y | +35.1% | +50.9% | -15.9% | +7.2% |
| 3Y | +1,312.5% | +72.2% | +1,240.4% | +899.2% |
| 5Y | +3,542.1% | +91.1% | +3,451.0% | +2,061.0% |
| All | +3,542.1% | +88.6% | +3,453.4% | +2,061.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling