+1,751.5%
CLS vs HWM
+1,636.6%
+114.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.1% | +2.8% | +5.3% |
| 7D | -10.6% | +1.6% | -12.1% | -10.8% |
| 30D | -38.4% | -3.9% | -34.5% | -37.3% |
| 3M | -29.9% | -23.2% | -6.6% | -20.8% |
| 6M | -40.6% | -20.0% | -20.7% | -34.6% |
| YTD | -24.6% | +5.7% | -30.3% | -28.3% |
| 1Y | -30.8% | +4.9% | -35.7% | -33.6% |
| 3Y | +811.7% | +347.0% | +464.7% | +353.6% |
| 5Y | +1,838.4% | +563.0% | +1,275.4% | +709.5% |
| 10Y | +1,751.5% | +1,579.2% | +172.3% | +445.7% |
| All | +1,751.5% | +1,636.6% | +114.9% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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