+1,619.4%
CLS vs SW
+185.4%
+1,434.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.5% | -11.5% | -12.8% |
| 7D | -27.3% | +4.7% | -31.9% | -27.8% |
| 30D | -47.0% | +5.0% | -52.0% | -47.5% |
| 3M | -43.3% | -7.3% | -36.0% | -42.8% |
| 6M | -50.8% | +15.0% | -65.7% | -52.1% |
| YTD | -30.4% | +18.5% | -49.0% | -33.1% |
| 1Y | -41.7% | +27.1% | -68.8% | -44.5% |
| 3Y | +701.4% | +49.3% | +652.1% | +659.1% |
| 5Y | +1,767.8% | -1.6% | +1,769.4% | +1,688.3% |
| All | +1,619.4% | +185.4% | +1,434.0% | +1,417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling