+2,029.3%
CLS vs GWW
+665.1%
+1,364.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.1% |
| 7D | +23.5% | +3.7% | +19.8% | +21.7% |
| 30D | -28.9% | +13.6% | -42.5% | -32.9% |
| 3M | -25.2% | +15.4% | -40.5% | -29.8% |
| 6M | -32.1% | +21.8% | -53.9% | -38.2% |
| YTD | -14.1% | +50.0% | -64.1% | -29.1% |
| 1Y | -24.1% | +60.2% | -84.3% | -39.2% |
| 3Y | +897.0% | +94.4% | +802.6% | +630.1% |
| 5Y | +2,089.9% | +221.8% | +1,868.1% | +1,170.7% |
| All | +2,029.3% | +665.1% | +1,364.3% | +917.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling