+848.2%
CLS vs GWW
+92.9%
+755.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.1% |
| 7D | +2.8% | 0.0% | +2.8% | +2.9% |
| 30D | -30.1% | +14.0% | -44.1% | -33.9% |
| 3M | -21.7% | +14.4% | -36.1% | -26.2% |
| 6M | -36.2% | +21.7% | -57.9% | -42.4% |
| YTD | -17.8% | +48.4% | -66.3% | -33.8% |
| 1Y | -26.8% | +58.4% | -85.2% | -43.2% |
| All | +848.2% | +92.9% | +755.3% | +528.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling