+1,605.3%
CLS vs HWM
+1,165.4%
+439.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.7% |
| 7D | -22.2% | +3.3% | -25.5% | -23.3% |
| 30D | -44.4% | -7.6% | -36.8% | -42.3% |
| 3M | -34.3% | -28.9% | -5.4% | -23.0% |
| 6M | -50.1% | -19.7% | -30.4% | -45.4% |
| YTD | -30.1% | +0.5% | -30.6% | -31.9% |
| 1Y | -39.3% | +0.3% | -39.6% | -40.6% |
| 3Y | +732.7% | +325.8% | +406.9% | +324.8% |
| 5Y | +1,777.2% | +524.7% | +1,252.5% | +707.8% |
| 10Y | +1,645.6% | +1,491.8% | +153.8% | +435.0% |
| All | +1,605.3% | +1,165.4% | +439.9% | +428.0% |
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