-17.9%
CLS vs GWW
+59.1%
-77.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | +16.3% | +3.6% | +12.7% | +16.1% |
| 30D | -25.7% | +12.1% | -37.8% | -25.9% |
| 3M | -30.9% | +12.9% | -43.8% | -31.4% |
| 6M | -35.5% | +19.3% | -54.8% | -37.3% |
| YTD | -18.7% | +48.7% | -67.4% | -20.0% |
| 1Y | -17.9% | +60.5% | -78.4% | -14.5% |
| All | -17.9% | +59.1% | -77.0% | -14.5% |
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