+2,953.7%
CLS vs GWW
+565.7%
+2,388.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +5.0% | -3.1% | +8.1% | +6.3% |
| 30D | +4.8% | -2.3% | +7.1% | +5.8% |
| 3M | -10.4% | -3.3% | -7.1% | -9.7% |
| 6M | +20.8% | +15.4% | +5.4% | +12.5% |
| YTD | +10.0% | +26.7% | -16.7% | -2.0% |
| 1Y | +28.5% | +29.0% | -0.4% | +13.3% |
| 3Y | +1,292.2% | +89.0% | +1,203.2% | +939.1% |
| 5Y | +3,616.8% | +221.8% | +3,395.0% | +2,085.8% |
| All | +2,953.7% | +565.7% | +2,388.0% | +1,458.0% |
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