+3,441.4%
CLS vs SW
+755.0%
+2,686.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | +4.6% | -5.1% | +9.7% | +5.1% |
| 30D | -13.9% | -4.6% | -9.3% | -13.5% |
| 3M | -26.6% | +9.4% | -36.0% | -27.3% |
| 6M | +15.4% | +3.5% | +11.9% | +14.7% |
| YTD | +5.7% | +22.0% | -16.4% | +3.0% |
| 1Y | +41.1% | +2.2% | +38.9% | +39.7% |
| 3Y | +1,228.6% | +19.6% | +1,209.0% | +1,197.4% |
| 5Y | +3,240.6% | -2.3% | +3,243.0% | +3,149.2% |
| 10Y | +2,760.3% | +181.4% | +2,579.0% | +2,462.5% |
| All | +3,441.4% | +755.0% | +2,686.4% | +2,923.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling