+2,104.6%
CLS vs BWA
+1,194.9%
+909.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.9% |
| 7D | -22.2% | -5.5% | -16.7% | -19.6% |
| 30D | -44.4% | -21.7% | -22.6% | -36.3% |
| 3M | -34.3% | -25.6% | -8.7% | -23.2% |
| 6M | -50.1% | -17.4% | -32.6% | -44.6% |
| YTD | -30.1% | +9.2% | -39.3% | -34.2% |
| 1Y | -39.3% | +9.7% | -49.1% | -43.1% |
| 3Y | +732.7% | +54.6% | +678.1% | +534.8% |
| 5Y | +1,777.2% | +26.8% | +1,750.4% | +1,443.4% |
| 10Y | +1,645.6% | +89.0% | +1,556.6% | +973.7% |
| All | +2,104.6% | +1,194.9% | +909.7% | +208.7% |
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 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