+2,005.0%
CLS vs GWW
+224.6%
+1,780.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.1% |
| 7D | +2.8% | 0.0% | +2.8% | +3.0% |
| 30D | -30.1% | +14.0% | -44.1% | -34.4% |
| 3M | -21.7% | +14.4% | -36.1% | -26.7% |
| 6M | -36.2% | +21.7% | -57.9% | -42.7% |
| YTD | -17.8% | +48.4% | -66.3% | -33.8% |
| 1Y | -26.8% | +58.4% | -85.2% | -43.1% |
| 3Y | +853.4% | +92.3% | +761.1% | +558.9% |
| 5Y | +2,005.0% | +221.8% | +1,783.2% | +895.9% |
| All | +2,005.0% | +224.6% | +1,780.5% | +895.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling