+838.1%
CLS vs EWT
+157.5%
+680.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.6% |
| 7D | +16.3% | +9.1% | +7.2% | +2.8% |
| 30D | -25.7% | -12.2% | -13.4% | -10.5% |
| 3M | -30.9% | -9.4% | -21.4% | -19.9% |
| 6M | -35.5% | +2.7% | -38.1% | -37.7% |
| YTD | -18.7% | +53.3% | -72.0% | -57.4% |
| 1Y | -17.9% | +59.2% | -77.1% | -59.1% |
| 3Y | +838.1% | +157.1% | +681.0% | +166.6% |
| All | +838.1% | +157.5% | +680.6% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling