+1,929.4%
CLS vs HWM
+1,554.5%
+374.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.3% | +6.2% | +7.4% |
| 7D | +2.8% | +5.0% | -2.2% | +0.7% |
| 30D | -30.1% | +1.5% | -31.6% | -30.7% |
| 3M | -21.7% | -20.3% | -1.4% | -13.2% |
| 6M | -36.2% | -18.0% | -18.2% | -30.5% |
| YTD | -17.8% | +9.5% | -27.3% | -23.2% |
| 1Y | -26.8% | +7.5% | -34.3% | -30.7% |
| 3Y | +853.4% | +355.7% | +497.7% | +368.6% |
| 5Y | +2,005.0% | +610.2% | +1,394.8% | +750.5% |
| 10Y | +1,929.4% | +1,516.8% | +412.7% | +488.7% |
| All | +1,929.4% | +1,554.5% | +374.9% | +488.7% |
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