+1,996.0%
CLS vs HWM
+1,272.7%
+723.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +23.5% | +11.1% | +12.4% | +17.4% |
| 30D | -28.9% | +3.0% | -31.9% | -30.0% |
| 3M | -25.2% | -20.7% | -4.4% | -16.9% |
| 6M | -32.1% | -17.2% | -14.9% | -26.4% |
| YTD | -14.1% | +9.1% | -23.1% | -19.5% |
| 1Y | -24.1% | +9.0% | -33.1% | -28.6% |
| 3Y | +897.0% | +353.8% | +543.1% | +392.9% |
| 5Y | +2,089.9% | +608.0% | +1,481.9% | +790.7% |
| 10Y | +2,022.2% | +1,510.3% | +511.9% | +532.5% |
| All | +1,996.0% | +1,272.7% | +723.2% | +524.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling