+1,242.3%
CLS vs EWT
+202.3%
+1,039.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -1.8% |
| 7D | +4.6% | +4.0% | +0.6% | -1.0% |
| 30D | -13.9% | +10.3% | -24.2% | -24.5% |
| 3M | -26.6% | +6.1% | -32.6% | -32.3% |
| 6M | +15.4% | +56.6% | -41.2% | -40.4% |
| YTD | +5.7% | +76.6% | -70.9% | -54.9% |
| 1Y | +41.1% | +97.9% | -56.7% | -48.2% |
| All | +1,242.3% | +202.3% | +1,039.9% | +187.5% |
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