+838.1%
CLS vs HWM
+348.7%
+489.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.7% |
| 7D | +16.3% | +7.3% | +9.0% | +11.0% |
| 30D | -25.7% | +1.6% | -27.2% | -26.4% |
| 3M | -30.9% | -21.9% | -9.0% | -18.9% |
| 6M | -35.5% | -19.0% | -16.4% | -26.6% |
| YTD | -18.7% | +7.9% | -26.6% | -27.9% |
| 1Y | -17.9% | +9.9% | -27.8% | -28.0% |
| 3Y | +838.1% | +342.1% | +496.0% | +293.3% |
| All | +838.1% | +348.7% | +489.4% | +293.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling