+3,231.7%
CLS vs BWA
+1,691.8%
+1,540.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | -0.6% |
| 7D | +4.6% | +5.7% | -1.1% | +1.6% |
| 30D | -13.9% | +1.4% | -15.3% | -14.7% |
| 3M | -26.6% | -12.1% | -14.5% | -21.4% |
| 6M | +15.4% | +28.6% | -13.1% | +1.9% |
| YTD | +5.7% | +51.1% | -45.4% | -16.5% |
| 1Y | +41.1% | +55.9% | -14.8% | +9.3% |
| 3Y | +1,228.6% | +70.1% | +1,158.5% | +850.5% |
| 5Y | +3,240.6% | +90.7% | +3,150.0% | +2,109.1% |
| 10Y | +2,760.3% | +154.0% | +2,606.4% | +1,396.9% |
| All | +3,231.7% | +1,691.8% | +1,540.0% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling