-41.7%
CLS vs SW
+25.8%
-67.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.5% | -11.5% | -12.9% |
| 7D | -27.3% | +4.7% | -31.9% | -27.6% |
| 30D | -47.0% | +5.0% | -52.0% | -47.3% |
| 3M | -43.3% | -7.3% | -36.0% | -42.5% |
| 6M | -50.8% | +15.0% | -65.7% | -51.6% |
| YTD | -30.4% | +18.5% | -49.0% | -34.2% |
| 1Y | -41.7% | +27.1% | -68.8% | -46.6% |
| All | -41.7% | +25.8% | -67.5% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling