+501.4%
CLS vs EWT
+594.1%
-92.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.6% |
| 7D | +4.6% | +4.0% | +0.6% | +1.5% |
| 30D | -13.9% | +10.3% | -24.2% | -19.8% |
| 3M | -26.6% | +6.1% | -32.6% | -29.1% |
| 6M | +15.4% | +56.6% | -41.2% | -16.0% |
| YTD | +5.7% | +76.6% | -70.9% | -29.5% |
| 1Y | +41.1% | +97.9% | -56.7% | -12.2% |
| 3Y | +1,228.6% | +198.0% | +1,030.6% | +552.0% |
| 5Y | +3,240.6% | +151.8% | +3,088.9% | +1,757.2% |
| 10Y | +2,760.3% | +514.1% | +2,246.2% | +787.2% |
| All | +501.4% | +594.1% | -92.7% | +15.0% |
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