+2,830.0%
CLS vs TW
+298.0%
+2,532.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.4% |
| 7D | +23.5% | +3.2% | +20.3% | +22.5% |
| 30D | -28.9% | +19.7% | -48.6% | -32.8% |
| 3M | -25.2% | +26.8% | -52.0% | -30.6% |
| 6M | -32.1% | +20.9% | -53.0% | -37.0% |
| YTD | -14.1% | +22.9% | -36.9% | -21.5% |
| 1Y | -24.1% | +20.4% | -44.4% | -30.1% |
| 3Y | +897.0% | +42.9% | +854.1% | +748.3% |
| 5Y | +2,089.9% | +40.2% | +2,049.7% | +1,717.5% |
| All | +2,830.0% | +298.0% | +2,532.0% | +1,585.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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