+2,580.4%
CLS vs SW
+743.1%
+1,837.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.1% | -13.1% | -9.4% |
| 7D | -21.1% | +12.1% | -33.2% | -22.1% |
| 30D | -38.2% | +6.6% | -44.8% | -38.7% |
| 3M | -36.3% | -6.0% | -30.3% | -36.0% |
| 6M | -43.8% | +21.5% | -65.3% | -45.1% |
| YTD | -20.0% | +20.3% | -40.4% | -22.1% |
| 1Y | -29.6% | +28.1% | -57.7% | -31.8% |
| 3Y | +821.3% | +51.6% | +769.7% | +785.8% |
| 5Y | +2,134.5% | -0.1% | +2,134.6% | +2,068.6% |
| 10Y | +1,896.7% | +189.7% | +1,707.0% | +1,686.0% |
| All | +2,580.4% | +743.1% | +1,837.3% | +2,187.0% |
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 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