+852.5%
CLS vs SW
+42.5%
+810.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.1% | -13.1% | -10.3% |
| 7D | -21.1% | +12.1% | -33.2% | -24.1% |
| 30D | -38.2% | +6.6% | -44.8% | -39.7% |
| 3M | -36.3% | -6.0% | -30.3% | -35.4% |
| 6M | -43.8% | +21.5% | -65.3% | -48.1% |
| YTD | -20.0% | +20.3% | -40.4% | -27.9% |
| 1Y | -29.6% | +28.1% | -57.7% | -38.2% |
| All | +852.5% | +42.5% | +810.0% | +787.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling