+3,542.1%
CLS vs EWT
+154.5%
+3,387.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +6.4% |
| 7D | +12.8% | +1.6% | +11.1% | +10.5% |
| 30D | +3.8% | +8.2% | -4.4% | -5.8% |
| 3M | -14.6% | +11.1% | -25.7% | -25.8% |
| 6M | +32.2% | +60.4% | -28.2% | -29.2% |
| YTD | +11.6% | +75.6% | -63.9% | -47.1% |
| 1Y | +35.1% | +91.3% | -56.3% | -41.9% |
| 3Y | +1,312.5% | +200.3% | +1,112.3% | +280.0% |
| 5Y | +3,542.1% | +156.4% | +3,385.7% | +1,118.4% |
| All | +3,542.1% | +154.5% | +3,387.6% | +1,118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling