-29.6%
CLS vs GWW
+55.5%
-85.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.5% | -15.6% | -9.2% |
| 7D | -21.1% | +11.1% | -32.2% | -21.6% |
| 30D | -38.2% | +15.7% | -54.0% | -39.1% |
| 3M | -36.3% | +14.8% | -51.1% | -37.2% |
| 6M | -43.8% | +30.9% | -74.7% | -47.6% |
| YTD | -20.0% | +48.5% | -68.5% | -25.2% |
| 1Y | -29.6% | +57.1% | -86.7% | -31.1% |
| All | -29.6% | +55.5% | -85.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling