+3,154.0%
CLS vs EWT
+523.5%
+2,630.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.7% | +4.5% |
| 7D | +10.9% | -1.1% | +12.1% | +12.4% |
| 30D | +2.1% | +4.5% | -2.4% | -2.4% |
| 3M | -10.2% | +8.3% | -18.4% | -17.7% |
| 6M | +30.4% | +54.2% | -23.9% | -18.2% |
| YTD | +17.2% | +74.6% | -57.3% | -35.6% |
| 1Y | +41.0% | +84.9% | -43.9% | -26.0% |
| 3Y | +1,338.0% | +197.5% | +1,140.4% | +401.8% |
| 5Y | +3,860.6% | +150.6% | +3,710.0% | +1,515.5% |
| All | +3,154.0% | +523.5% | +2,630.5% | +612.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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