+1,628.1%
CLS vs HWM
+1,473.3%
+154.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.7% |
| 7D | -22.2% | +3.4% | -25.5% | -23.4% |
| 30D | -44.4% | -7.5% | -36.8% | -42.3% |
| 3M | -34.3% | -28.9% | -5.4% | -23.0% |
| 6M | -50.1% | -19.6% | -30.5% | -45.4% |
| YTD | -30.1% | +0.6% | -30.7% | -31.9% |
| 1Y | -39.3% | +0.3% | -39.7% | -40.6% |
| 3Y | +732.7% | +326.1% | +406.6% | +323.9% |
| 5Y | +1,777.2% | +525.2% | +1,252.0% | +705.7% |
| All | +1,628.1% | +1,473.3% | +154.8% | +420.9% |
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