+2,477.1%
CLS vs HWM
+1,494.1%
+983.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.6% | -2.1% | +6.7% | +5.5% |
| 30D | -13.9% | -11.0% | -2.9% | -9.0% |
| 3M | -26.6% | +4.0% | -30.6% | -28.4% |
| 6M | +15.4% | -0.2% | +15.6% | +14.4% |
| YTD | +5.7% | +26.7% | -21.0% | -7.5% |
| 1Y | +41.1% | +44.7% | -3.6% | +16.1% |
| 3Y | +1,228.6% | +426.1% | +802.5% | +513.9% |
| 5Y | +3,240.6% | +738.5% | +2,502.1% | +1,158.9% |
| All | +2,477.1% | +1,494.1% | +983.1% | +617.4% |
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