+35.1%
CLS vs HWM
+30.1%
+4.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -10.7% | +16.3% | +10.7% |
| 7D | +12.8% | -9.2% | +21.9% | +17.2% |
| 30D | +3.8% | -17.9% | +21.7% | +13.8% |
| 3M | -14.6% | -6.0% | -8.6% | -13.6% |
| 6M | +32.2% | -7.4% | +39.6% | +31.9% |
| YTD | +11.6% | +13.1% | -1.5% | -9.1% |
| 1Y | +35.1% | +29.3% | +5.7% | -1.2% |
| All | +35.1% | +30.1% | +4.9% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling