+389.1%
CLS vs EWT
+501.7%
-112.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +6.8% |
| 7D | +23.5% | +13.2% | +10.3% | +12.3% |
| 30D | -28.9% | -14.3% | -14.6% | -19.3% |
| 3M | -25.2% | -8.4% | -16.8% | -18.8% |
| 6M | -32.1% | +3.7% | -35.8% | -32.3% |
| YTD | -14.1% | +53.1% | -67.1% | -35.3% |
| 1Y | -24.1% | +55.5% | -79.6% | -43.1% |
| 3Y | +897.0% | +155.6% | +741.3% | +454.5% |
| 5Y | +2,089.9% | +119.3% | +1,970.6% | +1,266.3% |
| 10Y | +2,022.2% | +446.2% | +1,576.0% | +632.7% |
| All | +389.1% | +501.7% | -112.6% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling