+3,231.7%
CLS vs GWW
+4,029.0%
-797.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +4.6% | +1.4% | +3.2% | +4.0% |
| 30D | -13.9% | +3.3% | -17.2% | -15.2% |
| 3M | -26.6% | +2.9% | -29.5% | -28.2% |
| 6M | +15.4% | +15.8% | -0.4% | +6.2% |
| YTD | +5.7% | +32.0% | -26.4% | -9.5% |
| 1Y | +41.1% | +29.9% | +11.2% | +21.1% |
| 3Y | +1,228.6% | +91.1% | +1,137.5% | +831.1% |
| 5Y | +3,240.6% | +223.9% | +3,016.7% | +1,648.6% |
| 10Y | +2,760.3% | +567.0% | +2,193.3% | +849.4% |
| All | +3,231.7% | +4,029.0% | -797.2% | +256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling